Wavelet quantile correlation between DeFi assets and banking stocks
Emmanuel Joel Aikins Abakah, John W. Goodell, Zunaidah Sulong, Mohammad Abdullah
| Year of publication: |
2024
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|---|---|
| Authors: | Abakah, Emmanuel Joel Aikins ; Goodell, John W. ; Zunaidah Sulong ; Abdullah, Mohammad |
| Published in: |
Finance research letters. - New York : Elsevier Science, ISSN 1544-6123, ZDB-ID 2145766-9. - Vol. 70.2024, Art.-No. 106272, p. 1-11
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| Subject: | Bank stocks | DeFi | Portfolio diversification | Quantile correlation | Wavelet analysis | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Zustandsraummodell | State space model | Börsenkurs | Share price | Bank | Aktienmarkt | Stock market | Bankrisiko | Bank risk | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2024.106272 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015194087