Causality and dynamic spillovers among cryptocurrencies and currency markets
Ahmed H. Elsayed, Giray Gozgor, Chi Keung Marco Lau
| Year of publication: |
2022
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|---|---|
| Authors: | Elsayed, Ahmed H. ; Gozgor, Giray ; Lau, Chi Keung |
| Subject: | Bayesian estimation techniques | cryptocurrencies | currency markets | return spillover | structural vector autoregressive models | volatility spillover | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Devisenmarkt | Foreign exchange market | Virtuelle Währung | Virtual currency | VAR-Modell | VAR model | Schätzung | Estimation | ARCH-Modell | ARCH model | Bayes-Statistik | Bayesian inference | Wechselkurs | Exchange rate |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1002/ijfe.2257 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013184641