Work

Causal relationship among cryptocurrencies: A conditional quantile approach

Year: 2020

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2020.101879

Authors: Myeong Jun Kim, Nguyen Phuc Canh, Sung Y. Park

Institutions: Guangzhou University, South China University of Technology, University of Economics Ho Chi Minh City, Chung-Ang University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Ministry of Education, National Research Foundation of Korea

Awards: G5512731514, G8989620209

OpenAlex ID: W3109892497

FWCI: 3.637

Cites: 22

Cited by: 31

Related to: 10