Testing for Asymmetric Nonlinear Short- and Long-Run Relationships between Bitcoin, Aggregate Commodity and Gold Prices
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More about this item
KeywordsCointegration; Asymmetry; Nonlinearity; Quantile Dependence; Bitcoin; Commodity; Gold;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2017-09-03 (All new papers)
- NEP-MAC-2017-09-03 (Macroeconomics)
- NEP-PAY-2017-09-03 (Payment Systems & Financial Technology)
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