Algorithmic vs. Human Portfolio Choice
This paper investigates the macro-financial spillovers between major U.S. technology equities and leading cryptocurrencies by applying a Quantile Vector Autoregression (QVAR) framework. Using daily data from November 2017 to October 2023, we examine the dynamic connectedness across asset classes at...
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| Hlavní autoři: | , , |
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| Médium: | Article ou chapitre numérique |
| Jazyk: | Français |
| Vydáno: |
2026
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| On-line přístup: | Accès Université d'Orléans et IFPM Accès Université d'Orléans et IFPM |