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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier
2023
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| 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 |