Spillovers between Bitcoin and other assets during bear and bull markets
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DOI: 10.1080/00036846.2018.1488075
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- Elie Bouri & Mahamitra Das & Rangan Gupta & David Roubaud, 2018. "Spillovers between Bitcoin and other Assets during Bear and Bull Markets," Working Papers 201812, University of Pretoria, Department of Economics.
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JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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