The impact of cryptocurrencies on the gold, WTI, VIX index, G7 and BRICS index before and during COVID-19 : a quantile regression and NARDL analysis
Year of publication: |
2023
|
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Authors: | Aloui, Mouna ; Hamdi, Besma ; Tiwari, Aviral Kumar ; Jeribi, Ahmed |
Published in: |
International journal of law and management. - Bingley : Emerald, ISSN 1754-2448, ZDB-ID 2424409-0. - Vol. 65.2023, 6, p. 485-510
|
Subject: | Asymmetric | COVID-19 | Cryptocurrency | NARDL | Quantile regression | Safe haven | Stock index | Coronavirus | Aktienindex | Regressionsanalyse | Regression analysis | Welt | World | Virtuelle Währung | Virtual currency | Börsenkurs | Share price | Schätzung | Estimation | Index | Index number | Volatilität | Volatility |
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