Does Bitcoin or gold react to financial stress alike? : evidence from the U.S. and China
Year of publication: |
2021
|
---|---|
Authors: | Zhang, Hongwei ; Wang, Peijin |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 71.2021, p. 629-648
|
Subject: | Bitcoin | Dynamic frequency analysis | Financial stress index | Gold | Spillover index | China | Finanzkrise | Financial crisis | USA | United States | Spillover-Effekt | Spillover effect | Indexberechnung | Index construction |
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