Work

High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets

Year: 2019

Type: article

Source: The North American Journal of Economics and Finance

DOI: 10.1016/j.najef.2019.101031

Authors: Walid Mensi, Ahmet Sensoy, Aylin Aslan, Sang Hoon Kang

Institutions: Sultan Qaboos University, Tunis El Manar University, Bilkent University, Central Bank of the Republic of Turkey, University of South Australia, Pusan National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

Funders: National Research Foundation, Ministry of Education, National Research Foundation of Korea, Bilkent Üniversitesi

Award: G679481520

OpenAlex ID: W2959622865

FWCI: 17.27

Cites: 70

Cited by: 105

Related to: 10