The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Mouna Aloui, Besma Hamdi, Aviral Kumar Tiwari and Ahmed Jeribi
| Year of publication: |
2023
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|---|---|
| Authors: | Aloui, Mouna ; Hamdi, Besma ; Tiwari, Aviral Kumar ; Jeribi, Ahmed |
| Published in: |
International journal of law and management. - Bingley : Emerald, ISSN 1754-2448, ZDB-ID 2424409-0. - Vol. 65.2023, 6, p. 485-510
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| Subject: | Asymmetric | COVID-19 | Cryptocurrency | NARDL | Quantile regression | Safe haven | Stock index | Aktienindex | Coronavirus | Virtuelle Währung | Virtual currency | Regressionsanalyse | Regression analysis | Index-Futures | Index futures | Volatilität | Volatility | Schätzung | Estimation | Börsenkurs | Share price | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJLMA-04-2022-0083 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014432902