Asl, Mahdi Ghaemi; Roubaud, David - In: Financial innovation : FIN 10 (2024), pp. 1-49
Islamic cryptocurrency platforms, Bitcoin and Stellar, via three approaches: quantile cross-spectral coherence, quantile …-VAR connectedness, and quantile-based non-linear causality in-mean and variance analysis. The results are as follows: (1) under normal … spillovers at the lower and upper tails, respectively; and (3) the quantile-based causality results indicate that Bitcoin's good …