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Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies : Evidence from a Quantile-Var Analysis
Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - 2023
This study examines dynamic connectedness linkages between pairs and among different commodities, including precious metals, manufacturing metals, oil, natural gas, and Bitcoin, since the emergence of the cryptocurrency market. The Quantile-VAR methodology is utilised to identify causal...
Persistent link: https://www.econbiz.de/10014354579
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Quantifying spillovers and connectedness among commodities and cryptocurrencies : evidence from a Quantile-VAR analysis
Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - In: Journal of commodity markets : JCM 33 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014526881
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Examining spillovers and connectedness among commodities, inflation, and uncertainty : a quantile-VAR framework
Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - In: Energy economics 133 (2024), pp. 1-12
Persistent link: https://www.econbiz.de/10015049670
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Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies : Evidence from a Quantile-Var Analysis
Kyriazēs, Nikos K.; Papadamou, Stephanos; Tzeremes, … - 2023
This study examines dynamic connectedness linkages between pairs and among different commodities, including precious metals, manufacturing metals, oil, natural gas, and Bitcoin, since the emergence of the cryptocurrency market. The Quantile-VAR methodology is utilised to identify causal...
Persistent link: https://www.econbiz.de/10014352626
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The role of international currency spillovers in shaping exchange rate dynamics in Latin America
Kyriazis, Nikolaos; Corbet, Shaen - In: The quarterly review of economics and finance 94 (2024), pp. 1-10
Persistent link: https://www.econbiz.de/10014494648