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Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices
Bouri, Elie
;
Gupta, Rangan
;
Lahiani, Amine
;
Shahbaz, Muhammad
(
Elsevier
,
2018-08
)
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Author
Bouri, Elie (1)
Gupta, Rangan (1)
Lahiani, Amine (1)
Shahbaz, Muhammad (1)
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Aggregates (1)
Asymmetry (1)
Autoregressive distributed lag (ARDL) (1)
Bitcoin (1)
Cointegration (1)
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Costs (1)
Electronic money (1)
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