Cointegration and dynamic spillovers between cryptocurrencies and other financial assets
Watcharaporn Kantaphayao, Sorasart Sukcharoensin
| Year of publication: |
2021
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|---|---|
| Authors: | Watcharaporn Kantaphayao ; Sorasart Sukcharoensin |
| Published in: |
Southeast Asian journal of economics. - [Bangkok] : [Verlag nicht ermittelbar], ISSN 2465-5120, ZDB-ID 2759961-9. - Vol. 9.2021, 3, p. 43-73
|
| Subject: | cryptocurrency | cointegration | causality | impulse response | volatility | spillovers | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Kointegration | Cointegration | Volatilität | Volatility | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory | VAR-Modell | VAR model | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012813491