Spillover effects, lead and lag relationships, and stable coins time series
Seongcheol Paeng, Dave Senteney, Taewon Yang
| Year of publication: |
2024
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| Authors: | Paeng, Seongcheol ; Senteney, Dave ; Yang, Taewon |
| Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 95.2024, p. 45-60
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| Subject: | Cryptocurrency | Diversification | Granger Causality in Quantiles | Lead and Lag | Stable coin | Vector Autoregression | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Geldmenge | Money supply | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2024.03.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014631319