Mensi, Walid; El Khoury, Rim; Ali, Syed Riaz Mahmood; Vo, Xuan Vinh; Kang, Sang Hoon
(2023-08-28)
This paper examines the quantile dependence, connectedness, and return spillovers between gold and the price returns of leading cryptocurrencies, using quantile cross-spectral, the return spillovers based the quantile VAR, ...