Frequency domain causality and quantile connectedness between investor sentiment and cryptocurrency returns
Huiming Zhu, Zhanming Xing, Yinghua Ren, Yiwen Chen, Liya Hau
| Year of publication: |
2023
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|---|---|
| Authors: | Zhu, Huiming ; Xing, Zhanming ; Ren, Ying-hua ; Chen, Yiwen ; Hau, Liya |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 88.2023, p. 1035-1051
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| Subject: | Cross-quantile coherency | Cross-quantile network | Cryptocurrency returns | Fears | Frequency domain causality | Investor sentiment | Virtuelle Währung | Virtual currency | Anlageverhalten | Behavioural finance | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Theorie | Theory | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2023.07.038 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014475089