How does uncertainty affect volatility correlation between financial assets? : evidence from bitcoin, stock and gold
Zheng-Zheng Li, Chi-Wei Su, and Meng Nan Zhu
| Year of publication: |
2022
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| Authors: | Li, Zheng-Zheng ; Su, Chi-Wei ; Zhu, Meng Nan |
| Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 58.2022, 9, p. 2682-2694
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| Subject: | Economic policy uncertainty | logit regression | the safe haven | wavelet analysis | Volatilität | Volatility | Risiko | Risk | Korrelation | Correlation | Schätzung | Estimation | Gold | Welt | World | Börsenkurs | Share price | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1540496X.2021.2009339 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013354990