Does Bitcoin affect decomposed oil shocks differently? : evidence from a quantile-based framework
Year of publication: |
2023
|
---|---|
Authors: | Feng, Hao ; Gao, Da ; Duan, Kun ; Urquhart, Andrew |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-19
|
Subject: | Bitcoin | Causality-in-quantiles | Decomposed oil shocks | Investment shelter | Quantiles-on-quantiles |
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