Volatility and return connectedness of cryptocurrency, gold, and uncertainty : evidence from the cryptocurrency uncertainty indices
Year of publication: |
2022
|
---|---|
Authors: | Elsayed, Ahmed H. ; Gozgor, Giray ; Yarovaya, Larisa |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-11
|
Subject: | Cryptocurrency | Dynamic connectedness | Gold | Policy uncertainty | Price uncertainty | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Risiko | Risk | Welt | World |
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