Navigating the storm : time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability
Brahim Gaies, Najeh Chaâbane, Nesrine Bouzouita
| Year of publication: |
2024
|
|---|---|
| Authors: | Gaies, Brahim ; Chaâbane, Najeh ; Bouzouita, Nesrine |
| Subject: | Global crypto-market | Macro-financial instability | Time and frequency connectedness | Finanzkrise | Financial crisis | Volatilität | Volatility | Börsenkurs | Share price | Welt | World | Theorie | Theory | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | Konjunktur | Business cycle |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2023.11.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014494635