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Dynamic sentiment spillovers among crude oil, gold, and Bitcoin markets: Evidence from time and frequency domain analyses

This paper examines the sentiment spillovers among oil, gold, and Bitcoin markets by employing spillovers index methods in a time-frequency framework. We find that the total sentiment spillover among crude oil, gold and Bitcoin markets is time-varying and is greatly affected by major market events....

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Detalhes bibliográficos
Publicado no:PLoS One
Main Authors: Su, Xianfang, Li, Yong
Formato: Artigo
Idioma:Inglês
Publicado em: Public Library of Science 2020
Assuntos:
Acesso em linha:https://ncbi.nlm.nih.gov/pmc/articles/PMC7714240/
https://ncbi.nlm.nih.gov/pubmed/33270645
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1371/journal.pone.0242515
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