Spillover effects, lead and lag relationships, and stable coins time series
Year of publication: |
2024
|
---|---|
Authors: | Paeng, Seongcheol ; Senteney, Dave ; Yang, Taewon |
Published in: |
The quarterly review of economics and finance. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9769, ZDB-ID 2002261-X. - Vol. 95.2024, p. 45-60
|
Subject: | Cryptocurrency | Diversification | Granger Causality in Quantiles | Lead and Lag | Stable coin | Vector Autoregression | Kausalanalyse | Causality analysis | Zeitreihenanalyse | Time series analysis | VAR-Modell | VAR model | Lag-Modell | Lag model | Spillover-Effekt | Spillover effect | Geldmenge | Money supply |
-
Omri, Imen, (2023)
-
Testing for Granger (non-)causality in a time-varying coefficient VAR model
Christopulos, Dēmētrēs K., (2008)
-
Testing for granger (non-) causality in a time varying coefficient VAR model
Christopulos, Dēmētrēs K., (2008)
- More ...
-
Yang, Taewon, (2002)
-
A note on takeover success prediction
Branch, Ben, (2008)
-
A test of risk arbitrage profitability
Branch, Ben, (2006)
- More ...