Dynamic linkages among bitcoin, equity, gold and oil : an implied volatility perspective
Sangita Choudhary, Anshul Jain, Pratap Chandra Biswal
| Year of publication: |
2024
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|---|---|
| Authors: | Choudhary, Sangita ; Jain, Anshul ; Biswal, Pratap Chandra |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 62.2024, 2, Art.-No. 105220, p. 1-8
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| Subject: | Bitcoin implied volatility | Cointegration | Nardl | Non-linear Causality | VIX | Volatilität | Volatility | Kointegration | Virtuelle Währung | Virtual currency | Gold | Kausalanalyse | Causality analysis | Aktienindex | Stock index |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.105220 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014531174