Do bitcoin shocks truly Cointegrate with financial and commodity markets?
Mustafa Özer, Michael Frömmel, Melik Kamişli, Darko B. Vuković
| Year of publication: |
2024
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|---|---|
| Authors: | Özer, Mustafa ; Frömmel, Michael ; Kamişli, Melik ; Vuković, Darko B. |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier Science, ISSN 1057-5219, ZDB-ID 2029229-6. - Vol. 95.2024, 1, Art.-No. 103354, p. 1-9
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| 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 |
| 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