Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets

This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin, Ethereum, Litecoin, Ripple, 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 interde...

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Detalles Bibliográficos
Autores principales: Mensi, Walid, Gubareva, Mariya, Ko, Hee-Un, Vo, Xuan Vinh, Kang, Sang Hoon
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10154763/
https://www.ncbi.nlm.nih.gov/pubmed/37192900
http://dx.doi.org/10.1186/s40854-023-00498-y

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10154763/
https://www.ncbi.nlm.nih.gov/pubmed/37192900
http://dx.doi.org/10.1186/s40854-023-00498-y

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