The dynamic relationship between bitcoin and the foreign exchange market : a nonlinear approach to test causality between bitcoin and currencies
Rafael Baptista Palazzi, Gerson de Souza Raimundo Júnior, Marcelo Cabus Klotzle
| Year of publication: |
2021
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|---|---|
| Authors: | Palazzi, Rafael Baptista ; Raimundo Júnior, Gerson de Souza ; Klotzle, Marcelo Cabus |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 42.2021, p. 1-9
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| Subject: | BEKK-GARCH filtering | Bitcoin | Exchange rate | Nonlinear causality | Virtuelle Währung | Virtual currency | Wechselkurs | Kausalanalyse | Causality analysis | Devisenmarkt | Foreign exchange market | Zeitreihenanalyse | Time series analysis | Schätzung | Estimation | Elektronisches Zahlungsmittel | Electronic payment |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101893 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014580443