Volatility and return connectedness of cryptocurrency, gold, and uncertainty : evidence from the cryptocurrency uncertainty indices
Year of publication: |
2022
|
---|---|
Authors: | Elsayed, Ahmed H. ; Gozgor, Giray ; Yarovaya, Larisa |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-11
|
Subject: | Cryptocurrency | Dynamic connectedness | Gold | Policy uncertainty | Price uncertainty | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Risiko | Risk | Welt | World | Goldstandard | Gold standard |
-
Bitcoin, gold and the dollar : a GARCH volatility analysis
Dyhrberg, Anne Haubo, (2015)
-
Is Bitcoin the New Digital Gold? Evidence From Extreme Price Movements in Financial Markets
Gkillas, Konstantinos, (2019)
-
Is there one safe-haven for various turbulences? : the evidence from gold, Bitcoin and Ether
Będowska-Sójka, Barbara, (2021)
- More ...
-
Elsayed, Ahmed H., (2022)
-
Financial Stress Dynamics in MENA Region : Evidence from the Arab Spring
Elsayed, Ahmed H., (2021)
-
Yarovaya, Larisa, (2020)
- More ...