Volatility connectedness of major cryptocurrencies : the role of investor happiness
Year of publication: |
2021
|
---|---|
Authors: | Bouri, Elie ; Gabauer, David ; Gupta, Rangan ; Tiwari, Aviral Kumar |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 30.2021, p. 1-11
|
Subject: | Cryptocurrency market | DCC-GARCH | Investor happiness | Quantile-on-quantile regression | Volatility connectedness | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Zufriedenheit | Satisfaction | Anlageverhalten | Behavioural finance | Welt | World | Kapitalanlage | Financial investment | Schätzung | Estimation |
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