Time-frequency quantile dependence between Bitcoin and global equity markets
Aktham Maghyereh, Hussein Abdoh
| Year of publication: |
2021
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|---|---|
| Authors: | Maghyereh, Aktham I. ; Abdoh, Hussein |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 56.2021, p. 1-18
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| Subject: | Bitcoin | Causality-in-quantiles | Diversification | Quantile cross-spectral dependence | Stock markets | Wavelet coherence | Aktienmarkt | Stock market | Virtuelle Währung | Virtual currency | Zeitreihenanalyse | Time series analysis | Welt | World | Internationaler Finanzmarkt | International financial market | Börsenkurs | Share price | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | Diversifikation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2020.101355 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012821410