Do bitcoin shocks truly Cointegrate with financial and commodity markets?
Mustafa Özer, Michael Frömmel, Melik Kamişli, Darko B. Vuković
| Year of publication: |
2024
|
|---|---|
| Authors: | Özer, Mustafa ; Frömmel, Michael ; Kamişli, Melik ; Vuković, Darko B. |
| Subject: | Bitcoin | Asymmetric shocks | Commodity market | Financial instruments | The implicit asymmetric combined cointegration test | Schock | Shock | Kointegration | Cointegration | Rohstoffmarkt | Virtuelle Währung | Virtual currency | Theorie | Theory | Finanzmarkt | Financial market | Rohstoffpreis | Commodity price | Zeitreihenanalyse | Time series analysis |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2024.103354 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015147823