On the asymmetrical connectedness between cryptocurrencies and foreign exchange markets : evidence from the nonparametric quantile on quantile approach
Syed Ali Raza, Maiyra Ahmed, Chaker Aloui
| Year of publication: |
2022
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|---|---|
| Authors: | Raza, Syed Ali ; Ahmed, Maiyra ; Aloui, Chaker |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 61.2022, p. 1-14
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| Subject: | Cryptocurrencies | Foreign exchange markets | Quantile on Quantile approach | Devisenmarkt | Foreign exchange market | Virtuelle Währung | Virtual currency | Nichtparametrisches Verfahren | Nonparametric statistics | Volatilität | Volatility | Regressionsanalyse | Regression analysis | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2022.101627 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014240052