Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach
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DOI: 10.1016/j.jbef.2023.100823
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More about this item
Keywords
Insurance tokens; Insurance stocks; Connectedness; COVID-19 pandemic crisis;All these keywords.
JEL classification:
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C51 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Model Construction and Estimation
- L61 - Industrial Organization - - Industry Studies: Manufacturing - - - Metals and Metal Products; Cement; Glass; Ceramics
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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