The Nexus Between the Volatility of Bitcoin, Gold, and American Stock Markets during the COVID-19 Pandemic: Evidence from VAR-DCC-EGARCH and ANN Models
TERRAZA, Virginie; Boru İpek, Asli; Rounaghi, Mohammad Mahdi
TERRAZA, Virginie ; University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM)
Boru İpek, Asli
Rounaghi, Mohammad Mahdi
Co-auteurs externes :
yes
Langue du document :
Anglais
Titre :
The Nexus Between the Volatility of Bitcoin, Gold, and American Stock Markets during the COVID-19 Pandemic: Evidence from VAR-DCC-EGARCH and ANN Models
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