Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets
Year of publication: |
2023
|
---|---|
Authors: | Cagli, Efe Çaglar ; Mandacı, Pınar Evrım |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 55.2023, p. 1-19
|
Subject: | Connectedness | Cryptocurrency | Frequency dynamics | Uncertainty | Virtuelle Währung | Virtual currency | Risiko | Risk | Welt | World | Volatilität | Volatility |
-
What drives the return and volatility spillover between DeFis and cryptocurrencies?
Assaf, Ata, (2025)
-
Can climate risks affect cryptocurrency volatility? : Fresh evidence from a GARCH-MIDAS-X model
Xia, Yufei, (2025)
-
Bitcoin's innovative aspects, return volatility and uncertainty shocks
Frascaroli, Bruno Ferreira, (2020)
- More ...
-
The role of uncertainties on sustainable stocks and green bonds
Cagli, Efe Çaglar, (2023)
-
Mandacı, Pınar Evrım, (2014)
-
The interactions between oil prices and Borsa Istanbul sector indices
Cagli, Efe Çaglar, (2014)
- More ...