Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity markets

This study examines the connectedness in high-order moments between cryptocurrency, major stock (U.S., U.K., Eurozone, and Japan), and commodity (gold and oil) markets. Using intraday data from 2020 to 2022 and the time and frequency connectedness models of Diebold and Yilmaz (Int J Forecast 28(1):5...

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Detalles Bibliográficos
Autores principales: Hanif, Waqas, Ko, Hee-Un, Pham, Linh, 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/PMC10159833/
https://www.ncbi.nlm.nih.gov/pubmed/37192907
http://dx.doi.org/10.1186/s40854-023-00474-6

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10159833/
https://www.ncbi.nlm.nih.gov/pubmed/37192907
http://dx.doi.org/10.1186/s40854-023-00474-6

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