Asymmetric effects of global factors on return of cryptocurrencies by novel nonlinear quantile approaches
Mustafa Tevfik Kartal, Mustafa Kevser, Fatih Ayhan
| Year of publication: |
2023
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|---|---|
| Authors: | Kartal, Mustafa Tevfik ; Kevser, Mustafa ; Ayhan, Fatih |
| Published in: |
Economic change & restructuring. - Dordrecht : Springer Science & Business Media B.V., ISSN 1574-0277, ZDB-ID 2232275-9. - Vol. 56.2023, 3, p. 1515-1535
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| Subject: | Cryptocurrencies | Global factors | NCQ | QQR | Return | Volatility | Volatilität | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Welt | World | Globalisierung | Globalization | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10644-023-09484-x [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014327667