Metaverse and financial markets : a quantile-time-frequency connectedness analysis
Ahmet Faruk Aysan, Jonathan Batten, Giray Gozgor, Rabeh Khalfaoui, Zhamal Nanaeva
| Year of publication: |
2024
|
|---|---|
| Authors: | Aysan, Ahmet Faruk ; Batten, Jonathan A. ; Gozgor, Giray ; Khalfaoui, Rabeh ; Nanaeva, Zhamal |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 2165501-7. - Vol. 72.2024, 2, Art.-No. 102527, p. 1-24
|
| Subject: | Connectedness | Financial markets | Metaverse | Quantile vector autoregressive | Volatility spillover | Volatilität | Volatility | Finanzmarkt | Financial market | Spillover-Effekt | Spillover effect | VAR-Modell | VAR model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2024.102527 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015065740