Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets
Sign Up to like & getrecommendations! Published in 2022 at "Eurasian Economic Review"
DOI: 10.1007/s40822-022-00206-8
Abstract: Using the NARDL model for the period of pandemic COVID19, we examined the asymmetric relationship between six crypto-currencies (Bitcoin, Litecoin, Bitcoin gold, Dash, Maker, and Ehereum) and seven stock market prices (S&P500, CAC40, DAX30, NIKKEI,… read more here.
Keywords: long run; crypto currencies; asymmetric relationship; stock prices ... See more keywords
Asymmetric relationship between green bonds and commodities: Evidence from extreme quantile approach
Sign Up to like & getrecommendations! Published in 2021 at "Finance Research Letters"
DOI: 10.1016/j.frl.2021.101983
Abstract: Abstract The paper documents the asymmetric relationship between green bonds and commodities via the cross-quantilogram approach. Given the heterogeneity nature of individual commodities, we employ three commodity key groups, including energy, metals, and agriculture. As… read more here.
Keywords: bonds commodities; asymmetric relationship; approach; relationship green ... See more keywords