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Bitcoin and S&P500: Co-movements of high-order moments in the time-frequency domain
Interactions between stock and cryptocurrency markets have experienced shifts and changes in their dynamics. In this paper, we study the connection between S&P500 and Bitcoin in higher-order moments, specifically up to the fourth conditional moment, utilizing the time-scale perspective of the wa...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9681096/ https://www.ncbi.nlm.nih.gov/pubmed/36413562 http://dx.doi.org/10.1371/journal.pone.0277924 |