Work

Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability

Year: 2023

Type: article

Source: The Quarterly Review of Economics and Finance

DOI: 10.1016/j.qref.2023.11.007

Authors: Brahim Gaies, Najeh Chaâbane, Nesrine Bouzouita

Institutions: IPAG Business School, University of Gafsa, Manouba University, Université Paris Dauphine-PSL

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4388968311

FWCI: 4.22

Cites: 56

Cited by: 20

Related to: 10