The causal relationship between Bitcoin attention and Bitcoin returns : evidence from the Copula-based Granger causality test
Year of publication: |
2019
|
---|---|
Authors: | Dastgir, Shabbir ; Demir, Ender ; Downing, Gareth ; Gozgor, Giray ; Lau, Chi Keung |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 28.2019, p. 160-164
|
Subject: | Cryptocurrencies | Bitcoin | Causality analysis | Copula approach | Google trends | Granger causality in distribution | Kausalanalyse | Virtuelle Währung | Virtual currency | Multivariate Verteilung | Multivariate distribution | Kapitaleinkommen | Capital income | Börsenkurs | Share price | Elektronisches Zahlungsmittel | Electronic payment |
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