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TERRAZA Virginie

University of Luxembourg > Faculty of Law, Economics and Finance (FDEF) > Department of Economics and Management (DEM)

Main Referenced Co-authors
TOQUE, Carole  (4)
Razafitombo, Hery (3)
Mussard, Stéphane (2)
Nsouadi, Ange (2)
Rounaghi, Mohammad Mahdi (2)
Main Referenced Keywords
factor analysis (3); Decomposition (2); non linearity (2); Risk (2); Shapley (2);
Main Referenced Disciplines
Finance (24)
Quantitative methods in economics & management (4)

Publications (total 30)

The most cited

30 citations (OpenAlex)

TERRAZA, V., Boru İpek, A., & Rounaghi, M. M. (2023). 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. Financial Innovation. doi:10.1186/s40854-023-00520-3 https://hdl.handle.net/10993/55889

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