The impact of bitcoin on gold, the volatility index (VIX), and dollar index (USDX) : analysis based on VAR, SVAR, and wavelet coherence
Florin Aliu, Alban Asllani and Simona Hašková
| Year of publication: |
2024
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|---|---|
| Authors: | Aliu, Florin ; Asllani, Alban ; Hašková, Simona |
| Published in: |
Studies in economics and finance. - Bingley : Emerald, ISSN 1755-6791, ZDB-ID 2070355-7. - Vol. 41.2024, 1, p. 64-87
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| Subject: | BTC | Dollar index | Gold | SVAR | VAR | Volatility index | Wavelet coherence | Volatilität | Volatility | VAR-Modell | VAR model | Index | Index number | Aktienindex | Stock index | Wechselkurs | Exchange rate | Welt | World | Index-Futures | Index futures | Zustandsraummodell | State space model | US-Dollar | US dollar | Goldstandard | Gold standard |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/SEF-04-2023-0187 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014467188