How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? : evidence from non-parametric causality-in-quantiles techniques
Year of publication: |
2022
|
---|---|
Authors: | Raza, Syed Ali ; Shah, Nida ; Guesmi, Khaled ; Msolli, Badreddine |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-9
|
Subject: | COVID-19 | Cryptocurrencies | Causality-in-quantiles technique | TVP-VAR | Coronavirus | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Wirkungsanalyse | Impact assessment | Welt | World | Schätzung | Estimation |
-
Al-Shboul, Mohammad, (2023)
-
To Trung Thanh, (2023)
-
Ampountolas, Apostolos, (2023)
- More ...
-
Time-frequency causality and connectedness between oil price shocks and the world food prices
Raza, Syed Ali, (2022)
-
Google trends and cryptocurrencies: a nonparametric causality-in-quantiles analysis
Raza, Syed Ali, (2023)
-
Acceptance of mobile banking in Islamic banks : evidence from modified UTAUT model
Raza, Syed Ali, (2019)
- More ...