Time varying dependence in the cryptocurrency market and COVID 19 panic index : an empirical investigation
Lamia Kalai
| Year of publication: |
2022
|
|---|---|
| Authors: | Kalai, Lamia |
| Published in: |
International journal of economics and financial issues : IJEFI. - Mersin : EconJournals, ISSN 2146-4138, ZDB-ID 2632572-X. - Vol. 12.2022, 2, p. 37-51
|
| Subject: | Covid 19 | Volatility | digital currency | DCC-MIDAS | Kernel regression | response-impulsion | causality | Coronavirus | Volatilität | Virtuelle Währung | Virtual currency | Kausalanalyse | Causality analysis | Schätztheorie | Estimation theory |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijefi.11675 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013257285