Non-linear relationship between oil and cryptocurrencies : evidence from returns and shocks
Muhammad Abubakr Naeem, Sitara Karim, Afsheen Abrar, Larisa Yarovaya, Adil Ahmad Shah
| Year of publication: |
2023
|
|---|---|
| Authors: | Naeem, Muhammad Abubakr ; Sitara Karim ; Abrar, Afsheen ; Yarovaya, Larisa ; Shah, Adil Ahmad |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-16
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| Subject: | Cross-quantilogram | Cryptocurrencies | Non-linearity | Oil shocks | Returns | Ölpreis | Oil price | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Schock | Shock | Welt | World | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102769 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014465059