Fat tails and network interlinkages of crude oil and cryptocurrency during the COVID-19 health crisis
Year of publication: |
2023
|
---|---|
Authors: | Le Thanh Ha |
Published in: |
Journal of economic studies. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1758-7387, ZDB-ID 1480042-1. - Vol. 50.2023, 5, p. 1087-1104
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Subject: | COVID-19 pandemic | Cryptocurrency | Oil prices | Volatility comovement | Volatility spillovers | Coronavirus | Volatilität | Volatility | Ölpreis | Oil price | Welt | World | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Epidemie | Epidemic | ARCH-Modell | ARCH model |
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