Time-frequency quantile dependence between Bitcoin and global equity markets
Year of publication: |
2021
|
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Authors: | Maghyereh, Aktham I. ; Abdoh, Hussein |
Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 56.2021, p. 1-18
|
Subject: | Bitcoin | Causality-in-quantiles | Diversification | Quantile cross-spectral dependence | Stock markets | Wavelet coherence | Aktienmarkt | Stock market | Welt | World | Internationaler Finanzmarkt | International financial market | Virtuelle Währung | Virtual currency | Zustandsraummodell | State space model | Aktienindex | Stock index |
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