Dynamic frequency relationships between bitcoin, oil, gold and economic policy uncertainty index
Year of publication: |
2022
|
---|---|
Authors: | Hazgui, Samah ; Sebai, Saber ; Mensi, Walid |
Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 39.2022, 3, p. 419-443
|
Subject: | Bitcoin | Commodity | Economic policy uncertainty | Quantile-on-quantile regression | Wavelet | Wirtschaftspolitik | Economic policy | Risiko | Risk | Volatilität | Volatility | Welt | World | Gold | Ölpreis | Oil price | Zustandsraummodell | State space model |
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