Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin
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DOI: 10.1016/j.najef.2023.101998
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More about this item
Keywords
Higher distribution moments; Jumps; Market linkage; Spillovers;All these keywords.
JEL classification:
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- G31 - Financial Economics - - Corporate Finance and Governance - - - Capital Budgeting; Fixed Investment and Inventory Studies
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G19 - Financial Economics - - General Financial Markets - - - Other
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