Reevaluating intermarket connectedness : the impact of Monday return calculations on cryptocurrencies and traditional assets
Fahad Ali, Anna Min Du, Muhammad Ansar Majeed
| Year of publication: |
2025
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|---|---|
| Authors: | Ali, Fahad ; Min Du, Anna ; Majeed, Muhammad Ansar |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 77.2025, Art.-No. 107016, p. 1-11
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| Subject: | Cryptocurrency returns | Intermarket connectedness | Monday effect | Spillover effects | TVP-VAR model | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2025.107016 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015410883