Tech titans and crypto giants : mutual returns predictability and trading strategy implications
Year of publication: |
2025
|
---|---|
Authors: | Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Çiftçioğlu, Serhan |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1873-0612, ZDB-ID 2020265-9. - Vol. 99.2025, Art.-No. 102109, p. 1-30
|
Subject: | Bitcoin | Cross-quantilogram and return predictability across quantiles | Dogecoin | Ethereum | Nvidia | S&P500 index | U.S. technology and semiconductor stocks | USA | United States | Prognoseverfahren | Forecasting model | Kapitaleinkommen | Capital income | Virtuelle Währung | Virtual currency | Kapitalmarktrendite | Capital market returns | Aktienindex | Stock index |
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