Spillovers in higher-order moments of crude oil, gold, and bitcoin
Year of publication: |
2022
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Authors: | Gillas, Konstantinos Gkillas ; Bouri, Elie ; Gupta, Rangan ; Roubaud, David |
Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 84.2022, p. 398-406
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Subject: | Bitcoin | crude oil | gold | realized moments | spillover effect | Spillover-Effekt | Spillover effect | Gold | Erdöl | Petroleum | Ölpreis | Oil price | Welt | World | Volatilität | Volatility | Goldstandard | Gold standard |
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