Connectedness in cross-assets and digital assets attention indices

We explore both the static and dynamic connectedness across traditional and unconventional assets classes using the Baruník-Křehlík connectedness and wavelets techniques. These techniques are used to characterise the static and rolling-window connectedness of 12 conventional assets and Non-Fungible...

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Detalles Bibliográficos
Autores principales: Barson, Zynobia, Owusu Junior, Peterson
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10589798/
https://www.ncbi.nlm.nih.gov/pubmed/37867858
http://dx.doi.org/10.1016/j.heliyon.2023.e20668

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10589798/
https://www.ncbi.nlm.nih.gov/pubmed/37867858
http://dx.doi.org/10.1016/j.heliyon.2023.e20668

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