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My bibliography Save this articleNavigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability
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DOI: 10.1016/j.qref.2023.11.007
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More about this item
Keywords
Time and frequency connectedness; Macro-financial instability; Global crypto-market;All these keywords.
JEL classification:
- C21 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Cross-Sectional Models; Spatial Models; Treatment Effect Models
- C14 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Semiparametric and Nonparametric Methods: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G18 - Financial Economics - - General Financial Markets - - - Government Policy and Regulation
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