How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? : evidence from non-parametric causality-in-quantiles techniques
Syed Ali Raza, Nida Shah, Khaled Guesmi, Badreddine Msolli
| Year of publication: |
2022
|
|---|---|
| Authors: | Raza, Syed Ali ; Shah, Nida ; Guesmi, Khaled ; Msolli, Badreddine |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-9
|
| Subject: | COVID-19 | Cryptocurrencies | Causality-in-quantiles technique | TVP-VAR | Virtuelle Währung | Virtual currency | Coronavirus | Welt | World | Wirkungsanalyse | Impact assessment | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102569 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013457434