Effects of economic policy uncertainty shocks on the interdependence between Bitcoin and traditional financial markets
Year of publication: |
2020
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Authors: | Matkovskyy, Roman ; Jalan, Akanksha ; Dowling, Michael |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 77.2020, p. 150-155
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Subject: | Bitcoin | BVAR | Dynamic copula | Financial market | Interdependence | Policy uncertainty | Finanzmarkt | Volatilität | Volatility | Risiko | Risk | Schock | Shock | Börsenkurs | Share price | VAR-Modell | VAR model | Wirkungsanalyse | Impact assessment | Internationaler Finanzmarkt | International financial market | Welt | World |
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