Derrame de volatilidad y correlación dinámica entre el precio del Bitcoin, el petróleo, el oro y la volatilidad del mercado de valores
Alternative title: | Spillover effect and dynamic correlation between Bitcoin prices, oil, gold and stock market volatility |
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Year of publication: |
2022
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Authors: | López Villa, Jorge Alberto ; Mota Aragón, Martha Beatriz |
Published in: |
Análisis económico. - México, DF : [Verlag nicht ermittelbar], ISSN 2448-6655, ZDB-ID 2218011-4. - Vol. 37.2022, 96, p. 99-117
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Subject: | volatility models | cryptocurrency | commodity markets |
Type of publication: | Article |
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Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
Language: | Spanish |
Notes: | Zusammenfassung in englischer Sprache |
Other identifiers: | 10.24275/uam/azc/dcsh/ae/2022v37n96/Lopez [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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