Quantile spillovers and dependence between Bitcoin, equities and strategic commodities
Christian Urom, Ilyes Abid, Khaled Guesmi, Julien Chevallier
| Year of publication: |
2020
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|---|---|
| Authors: | Urom, Christian ; Abid, Ilyes ; Guesmi, Khaled ; Chevallier, Julien |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 93.2020, p. 230-258
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| Subject: | Oil price | Bitcoin | Cross-quantilogram | Directional predictability | Financial markets | Volatility spillover | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Finanzmarkt | Financial market | Ölpreis | Virtuelle Währung | Virtual currency | Börsenkurs | Share price | ARCH-Modell | ARCH model | Prognoseverfahren | Forecasting model | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2020.07.012 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430139