Bitcoin and global financial stress: A copula-based approach to dependence and causality in the quantiles
Author:
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference27 articles.
1. Can volume predict bitcoin returns and volatility? A quantiles-based approach;Balcilar;Economic Modelling,2017
2. Bitcoin: Economics, technology, and governance;Böhme;Journal of Economic Perspectives,2015
3. Quasi-maximum likelihood estimation and inference in dynamic models with time-varying covariances;Bollerslev;Econometric Reviews,1992
4. On the return-volatility relationship in the bitcoin market around the price crash of 2013;Bouri;Economics,2017
5. Does bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions;Bouri;Finance Research Letters,2017
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