Assessing connectedness of transportation cryptocurrencies and transportation stocks : evidence from wavelet quantile correlation
Ritesh Patel, John W. Goodell, Muhammad Zubair Chishti
| Year of publication: |
2023
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| Authors: | Patel, Ritesh ; Goodell, John W. ; Chishti, Muhammad Zubair |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-8
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| Subject: | Connectedness | Portfolio diversification | Transportation cryptocurrencies | Transportation equity | Wavelet quantile correlation | Korrelation | Correlation | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104504 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631411