Twitter-based economic uncertainties and time-frequency connectedness among cryptocurrencies
Mustafa Kocoglu, Xuan-Hoa Nghiem, and Ehsan Nikbakht
| Year of publication: |
2025
|
|---|---|
| Authors: | Kocoglu, Mustafa ; Nghiem, Xuan-Hoa ; Nikbakht, Ehsan |
| Published in: |
Managerial finance. - Bingley : Emerald, ISSN 1758-7743, ZDB-ID 2047612-7. - Vol. 51.2025, 5, p. 724-748
|
| Subject: | Cryptocurrencies | Risk spillover | Safe-haven | Time-frequency connectedness | Wavelet quantile correlation | Virtuelle Währung | Virtual currency | Korrelation | Correlation | Risiko | Risk | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/MF-03-2024-0229 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015396597