Return-volatility relationships in cryptocurrency markets: Evidence from asymmetric quantiles and non-linear ARDL approach

Autor: Karim, Muhammad Mahmudul, Ali, Md Hakim, Yarovaya, Larisa, Uddin, Md Hamid, Hammoudeh, Shawkat
Zdroj: In International Review of Financial Analysis November 2023 90
Databáze: ScienceDirect