Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution[J]
TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE
机构文献
Volatility connectedness of major cryptocurrencies: The role of investor happiness[J]
JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE
Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures[J]
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model[J]
RESEARCH IN INTERNATIONAL BUSINESS AND FINANCE
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies[J]
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE
Are the top six cryptocurrencies efficient? Evidence from time-varying long memory[J]
INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS
Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time-Frequency Quantile-Dependence Methods[J]
INTERNATIONAL JOURNAL OF FINANCIAL STUDIES
Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation[J]
MACROECONOMICS AND FINANCE IN EMERGING MARKET ECONOMIES