Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis

to related objects

Location: Deutsche Nationalbibliothek Frankfurt am Main

Extent: 1 Online-Ressource.

Language: Englisch

Bibliographic citation: Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis ; day:13 ; month:3 ; year:2024 ; pages:1-11
Computational economics ; (13.3.2024), 1-11

Classification: Wirtschaft

Creator: Caporale, Guglielmo Maria
Dios Mazariegos, José Javier
Gil-Alaña, Luis A.

Contributor: SpringerLink (Online service)

DOI: 10.1007/s10614-023-10510-3

URN: urn:nbn:de:101:1-2405152144210.555962866758

Rights: Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.

Last update: 14.08.2025, 10:46 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Show original at data provider

Associated

Other Objects (12)

Testing of Fractional Cointegration in Macroeconomic Time Series

$Linkages between the US and European stock markets : A fractional cointegration approach$

Linkages between the US and European stock markets : A fractional cointegration approach

Fractional Cointegration and Real Exchange Rates

Fractional cointegration in US term spreads

Unemployment and Input Prices: A Fractional Cointegration Approach

Fractional Cointegration and Tests of Present Value Models

Fractional integration and cointegration in US financial time series data

All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data

A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices

Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks

Forecasting the Real Output Using Fractionally Integrated Techniques

A Joint Test of Fractional Cyclic Integration and a Linear Time Trend

Testing of Fractional Cointegration in Macroeconomic Time Series

$Linkages between the US and European stock markets : A fractional cointegration approach$

Linkages between the US and European stock markets : A fractional cointegration approach

Fractional Cointegration and Real Exchange Rates

Fractional cointegration in US term spreads

Unemployment and Input Prices: A Fractional Cointegration Approach

Fractional Cointegration and Tests of Present Value Models

Fractional integration and cointegration in US financial time series data

All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data

A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices

Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks

Forecasting the Real Output Using Fractionally Integrated Techniques

A Joint Test of Fractional Cyclic Integration and a Linear Time Trend

Testing of Fractional Cointegration in Macroeconomic Time Series

$Linkages between the US and European stock markets : A fractional cointegration approach$

Linkages between the US and European stock markets : A fractional cointegration approach

Fractional Cointegration and Real Exchange Rates

Fractional cointegration in US term spreads

Unemployment and Input Prices: A Fractional Cointegration Approach

Fractional Cointegration and Tests of Present Value Models

Fractional integration and cointegration in US financial time series data

All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data

A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices

Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks

Forecasting the Real Output Using Fractionally Integrated Techniques

A Joint Test of Fractional Cyclic Integration and a Linear Time Trend

Cultural heritage institutions wishing to register will find more information here.

Fields marked * need to be filled in.

Username*

Please enter your username

Email*

Please enter your email address

Please do not fill this field

First name

Last name

Password*

Please enter your password

Confirm password*

Please enter the same password

I have read the terms of use and the privacy policy for the collection of personal data and accept them. *

This field is required.

I would like to subscribe to the newsletter of the Deutsche Digitale Bibliothek. See newsletter subscription info.

Account created

Your "My DDB" account has been successfully created. Before you can log in to your account, you must click the confirmation link in the message we just sent to the email address you provided.

Long-Run Linkages Between us Stock Prices and Cryptocurrencies: A Fractional Cointegration Analysis

Object Details

References and Relationships

Classification and Topics

Contributors, Places and Time

Further information

Data provider

Associated

Other Objects (12)

Testing of Fractional Cointegration in Macroeconomic Time Series

Linkages between the US and European stock markets : A fractional cointegration approach

Fractional Cointegration and Real Exchange Rates

Fractional cointegration in US term spreads

Unemployment and Input Prices: A Fractional Cointegration Approach

Fractional Cointegration and Tests of Present Value Models

Fractional integration and cointegration in US financial time series data

All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data

A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices

Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks

Forecasting the Real Output Using Fractionally Integrated Techniques

A Joint Test of Fractional Cyclic Integration and a Linear Time Trend

Testing of Fractional Cointegration in Macroeconomic Time Series

Linkages between the US and European stock markets : A fractional cointegration approach

Fractional Cointegration and Real Exchange Rates

Fractional cointegration in US term spreads

Unemployment and Input Prices: A Fractional Cointegration Approach

Fractional Cointegration and Tests of Present Value Models

Fractional integration and cointegration in US financial time series data

All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data

A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices

Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks

Forecasting the Real Output Using Fractionally Integrated Techniques

A Joint Test of Fractional Cyclic Integration and a Linear Time Trend

Testing of Fractional Cointegration in Macroeconomic Time Series

Linkages between the US and European stock markets : A fractional cointegration approach

Fractional Cointegration and Real Exchange Rates

Fractional cointegration in US term spreads

Unemployment and Input Prices: A Fractional Cointegration Approach

Fractional Cointegration and Tests of Present Value Models

Fractional integration and cointegration in US financial time series data

All Road User Casualties (Killed) in Great Britain from 1926. Linear and Nonlinear Trends with Persistent Data

A Fractionally Integrated Model with a Mean Shift for the U.S. and the U.K. Real Oil Prices

Testing of Unit Roots and other Fractionally Integrated Hypotheses in the Presence of Structural Breaks

Forecasting the Real Output Using Fractionally Integrated Techniques

A Joint Test of Fractional Cyclic Integration and a Linear Time Trend

Related objects

Reset password