Assessing connectedness of transportation cryptocurrencies and transportation stocks : evidence from wavelet quantile correlation
Year of publication: |
2023
|
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Authors: | Patel, Ritesh ; Goodell, John W. ; Chishti, Muhammad Zubair |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 3, p. 1-8
|
Subject: | Connectedness | Portfolio diversification | Transportation cryptocurrencies | Transportation equity | Wavelet quantile correlation | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Zustandsraummodell | State space model | Aktienmarkt | Stock market |
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