Investors' sentiments and the dynamic connectedness between cryptocurrency and precious metals markets
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DOI: 10.1016/j.qref.2022.08.009
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More about this item
Keywords
Cryptocurrency; Investors sentiments; Precious metals; Non-linearity; Causality-in-quantiles;All these keywords.
JEL classification:
- C53 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Forecasting and Prediction Models; Simulation Methods
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
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