Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
Year of publication: |
2023
|
---|---|
Authors: | Zhang, Yi ; Zhou, Long ; Li, Yuxue ; Liu, Fang |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 68.2023, p. 1-11
|
Subject: | Spillovers | Higher distribution moments | Jumps | Market linkage | US-Dollar | US dollar | Spillover-Effekt | Spillover effect | Ölpreis | Oil price | Wechselkurs | Exchange rate | Volatilität | Volatility | Gold | Momentenmethode | Method of moments | Welt | World | USA | United States |
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