Macro-Financial Spillovers between Stock Markets & Cryptocurrencies
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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| Auteurs principaux: | , , , , |
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| Formato: | Article ou chapitre numérique |
| Idioma: | Français |
| Publicado: |
2026
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| Sujets: | |
| Acceso en liña: | Accès Université d'Orléans et IFPM Accès Université d'Orléans et IFPM |