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91
Directional predictability and
volatility
spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen
- In:
The journal of risk finance : JRF
24
(
2023
)
2
,
pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
Saved in:
92
Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach
Cao, Guangxi
;
Xie, Wenhao
- In:
Finance research letters
49
(
2022
),
pp. 1-10
Persistent link: https://www.econbiz.de/10013478628
Saved in:
93
Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Abidi, Ilyes
;
Touhami, Kamel
- In:
International Journal of Energy Economics and Policy : IJEEP
14
(
2024
)
1
,
pp. 184-195
Persistent link: https://www.econbiz.de/10014484270
Saved in:
94
How do Bitcoin price fluctuations affect crude oil markets?
Kaabia, Olfa
;
Abid, Ilyes
;
Guesmi, Khaled
;
Sahut, …
- In:
Revue Gestion 2000 : management & prospective
37
(
2020
)
1/2
,
pp. 47-60
Persistent link: https://www.econbiz.de/10012372792
Saved in:
95
Is Bitcoin a commodity? : on price jumps, demand shocks, and certainty of supply
Gronwald, Marc
- In:
Journal of international money and finance
97
(
2019
),
pp. 86-92
Persistent link: https://www.econbiz.de/10012140050
Saved in:
96
Bitcoin price
volatility
transmission between spot and futures markets
Apostolakis, George N.
- In:
International review of financial analysis
94
(
2024
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014543923
Saved in:
97
Transmission of
volatility
shocks between the equity and foreign exchange markets in South Africa
Bonga-Bonga, Lumengo
- In:
The journal of applied business research
29
(
2013
)
5
,
pp. 1529-1539
Persistent link: https://www.econbiz.de/10010198088
Saved in:
98
Safe-haven or speculation? : Research on price and risk dynamics of Bitcoin
Liu, Xin
;
Li, Bowen
- In:
Applied economics letters
31
(
2024
)
4
,
pp. 281-287
Persistent link: https://www.econbiz.de/10014468773
Saved in:
99
Forecasting Value-at-Risk of
cryptocurrencies
using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
Saved in:
100
Tail risk modelling of
cryptocurrencies
, gold, non-fungible token, and stocks
Barson, Zynobia
;
Owusu Junior, Peterson
- In:
Research in globalization
8
(
2024
),
pp. 1-23
We present tail risk analysis of
cryptocurrencies
(Bitcoin, Ethereum and Litecoin), non-fungible tokens, stocks (FTSE …
Persistent link: https://www.econbiz.de/10015050054
Saved in:
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