The nexus between black and digital gold: evidence from US markets.

Huynh, Toan Luu Duc; Ahmed, Rizwan; Nasir, Muhammad Ali; Shahbaz, Muhammad; Huynh, Ngoc Quang Anh

Huynh, Toan Luu Duc; Ahmed, Rizwan; Nasir, Muhammad Ali; Shahbaz, Muhammad; Huynh, Ngoc Quang Anh.

Afiliação

Huynh TLD; School of Banking, University of Economics Ho Chi Minh City, Ho Chi Minh City, Vietnam.
Ahmed R; Chair of Behavioral Finance, WHU - Otto Beisheim School of Management, Vallendar, Germany.
Nasir MA; IPAG Business School, Paris, France.
Shahbaz M; Department of Finance, University of Birmingham, Birmingham, UK.
Huynh NQA; School of Banking, University of Economics Ho Chi Minh City, Ho Chi Minh City, Vietnam.

Ann Oper Res ; : 1-26, 2021 Jul 22.

Article em En | MEDLINE | ID: mdl-34316086

Palavras-chave

Bitcoin; Copulas; Kendall plots; Oil market; Partial cross-quantilogram; Tail risk and bootstrap test; US oil return

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Texto completo: 1 Coleções: 01-internacional Base de dados: MEDLINE Idioma: En Revista: Ann Oper Res Ano de publicação: 2021 Tipo de documento: Article País de afiliação: Vietnã

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