Finance research letters · 2018 · 224 citations · 24 references
BusinessEconomicsFinanceCausal InferenceEconometricsFinancial EconomicsAsset Return ModelingCointegration AnalysisDependence ModelingInvestmentVolatility ModelingCausal HypothesesCointegration In Financial MarketsGranger Causality AnalysisLong-run Causality
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Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations
Zhi Da, Joseph Engelberg, Pengjie Gao · The Journal of Finance · 2011 · 3.1K citations · Full text
Bitcoin, gold and the dollar – A GARCH volatility analysis
Anne Haubo Dyhrberg · Finance research letters · 2015 · 1.5K citations
On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
Elie Bouri, Péter Molnár, Georges Azzi et al. · Finance research letters · 2016 · 1.4K citations
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