Lamine, Ahlem; Jeribi, Ahmed; Fakhfakh, Tarek - In: Journal of economics, finance & administrative science 29 (2024) 57, pp. 21-41
that the mix of Bitcoin (or Ethereum), gold and equities could offer diversification opportunities for US and Chinese … and gold using daily data from August 24, 2018, to January 29, 2021. This study provides practical policy implications for …-day moving window spillover index estimation. Findings Generally, results show evidence of significant spillovers between …