Mensi, Walid; Gubareva, Mariya; Ko, Hee-Un; Xuan Vinh Vo; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-27
, and Bitcoin Cash, and uncertainties in the gold, oil, and equity markets. Using the cross-quantilogram method and quantile … connectedness approach, we identify cross-quantile interdependence between the analyzed variables. Our results show that the …