Twitter-based uncertainty and cryptocurrency returns
David Y. Aharon, Ender Demir, Chi Keung Marco Lau, Adam Zaremba
| Year of publication: |
2022
|
|---|---|
| Authors: | Aharon, David Y. ; Demir, Ender ; Lau, Chi Keung ; Zaremba, Adam |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 59.2022, p. 1-13
|
| Subject: | Bitcoin | Copula | Cryptocurrency | Directional test | Granger-causality | Quantile-in-quantile | Twitter | Uncertainty | Virtuelle Währung | Virtual currency | Risiko | Risk | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Social Web | Social web |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101546 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013402135