Cargando…
An application of Bayesian vector heterogeneous autoregressions to study network interlinkages of the crude oil and gold, stock, and cryptocurrency markets during the COVID-19 outbreak
We investigate fat tails and network interconnections of crude oil, gold, stock, and cryptocurrency using seven Bayesian vector heterogeneous autoregression fashions. In this paper, we incorporate parameter uncertainty by using Bayesian VAR models for estimation. To make rational investment decision...
Autor principal: | Ha, Le Thanh |
---|---|
Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Springer Berlin Heidelberg
2023
|
Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10150691/ https://www.ncbi.nlm.nih.gov/pubmed/37126178 http://dx.doi.org/10.1007/s11356-023-27069-z |
Ejemplares similares
-
Dynamic interlinkages between the crude oil and gold and stock during Russia-Ukraine War: evidence from an extended TVP-VAR analysis
por: Ha, Le Thanh
Publicado: (2022) -
Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
por: Mensi, Walid, et al.
Publicado: (2023) -
On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis
por: Attarzadeh, Amirreza, et al.
Publicado: (2022) -
Stocks and cryptocurrencies: Antifragile or robust? A novel antifragility measure of the stock and cryptocurrency markets
por: Alatorre, Darío, et al.
Publicado: (2023) -
Cryptocurrency and stock market: bibliometric and content analysis
por: Jeris, Saeed Sazzad, et al.
Publicado: (2022)