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Bitcoin (3)
Coronavirus disease 2019 (COVID-19) (2)
COVID-19 pandemic (2)
Investor happiness (2)
ARCH-expectile model with conditional autoregressive structure (CAR-ARCHE) (1)
Asset classes (1)
Bayesian dynamic learning (1)
Crude oil (1)
Cryptocurrency market (1)
Downside risk spillover (1)
Dynamic conditional correlation-generalized autoregressive conditional heteroscedasticity (DCC-GARCH) (1)
Economic sentiment (1)
Energy markets volatility (1)
Exchange rate forecasting (1)
Exchange rates (1)
Expectile VaR (1)
Financial market uncertainty (1)
Financial markets (1)
Financial markets contagion (1)
Forecasting (1)
GARCH-MIDAS (1)
GARCH-MIDAS model (1)
Global economic conditions (1)
Gold (1)
Gold market volatility (1)
Herding (1)
Higher-order nonparametric causality in quantiles test (1)
Housing returns and volatility (1)
Infectious diseases (1)
Least absolute shrinkage and selection operator (LASSO) (1)
Machine learning (1)
Mixed frequency (1)
Opec news (1)
Ordinary least square (OLS) regression (1)
Organization of the petroleum exporting countries (OPEC) (1)
Out-of-sample predictability (1)
Quantile-on-quantile regression (1)
Realized moments (1)
Return connectedness (1)
Spillover effect (1)
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