Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets
Achraf Ghorbel, Wajdi Frikha, Yasmine Snene Manzli
| Year of publication: |
2022
|
|---|---|
| Authors: | Ghorbel, Achraf ; Frikha, Wajdi ; Snene Manzli, Yasmine |
| Subject: | Asymmetry | COVID-19 | Cryptocurrencies | Diversifier | Gold | Safe-haven | Shock transmission | Stock prices | WTI | Schock | Shock | Börsenkurs | Share price | Aktienmarkt | Stock market | Coronavirus | VAR-Modell | VAR model | Virtuelle Währung | Virtual currency | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-022-00206-8 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013431510