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
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|---|---|
| Authors: | Gaies, Brahim ; Chaâbane, Najeh ; Bouzouita, Nesrine |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 93.2024, p. 43-70
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| 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 |
| 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