Emotional spillovers in the cryptocurrency market
Year of publication: |
2024
|
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Authors: | Chowdhury, Md Iftekhar Hasan ; Hasan, Mudassar ; Bouri, Elie ; Tang, Yayan |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam [u.a.] : Elsevier, ISSN 2214-6369, ZDB-ID 2758721-6. - Vol. 41.2024, Art.-No. 100878, p. 1-16
|
Subject: | Cryptocurrencies | Emotional spillover Analysis | Fear & Greed | Time-varying parameter vector autoregression | (TVP-VAR) connectedness | COVID-19 | VAR-Modell | VAR model | Spillover-Effekt | Spillover effect | Emotion | Virtuelle Währung | Virtual currency | Coronavirus |
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