Measuring quantile dependence and testing directional predictability between Bitcoin, Altcoins and traditional financial assets

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Corbet, S., Katsiampa, P. orcid.org/0000-0003-0477-6503 and Lau, C.K.M. (Submitted: 2021) Measuring quantile dependence and testing directional predictability between Bitcoin, Altcoins and traditional financial assets. [Preprint - SSRN Electronic Journal] (Submitted)

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Authors/Creators:
Copyright, Publisher and Additional Information: © 2021 The Author(s).
Keywords: Applied Economics; Econometrics; Commerce, Management, Tourism and Services; Economics; Banking, Finance and Investment
Dates:
  • Submitted: 2 February 2021
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Management School (Sheffield)
Depositing User: Symplectic Sheffield
Date Deposited: 17 Jan 2024 11:31
Last Modified: 17 Jan 2024 11:31
Published Version: http://dx.doi.org/10.2139/ssrn.3758495
Status: Submitted
Identification Number: https://doi.org/10.2139/ssrn.3758495

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