Concepedia
The North American Journal of Economics and Finance · 2023 · 15 citations · 65 references
BusinessEconomicsFinanceEconometricsFinancial EconomicsFinancial MarketsCapital MarketsFinancial RiskLiquidity RiskMarket RiskRisk AversionRisk TheoryInterconnectedness Risk
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Better to give than to receive: Predictive directional measurement of volatility spillovers
Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.5K citations
Social Sciences, Economics, Finance +17
On the network topology of variance decompositions: Measuring the connectedness of financial firms
Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations
Business, Economics, Finance +17
Testing for Linear and Nonlinear Granger Causality in the Stock Price‐Volume Relation
Craig Hiemstra, Jonathan D. Jones · The Journal of Finance · 1994 · 1.4K citations
Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin
Jeremy Eng‐Tuck Cheah, John Fry · Economics Letters · 2015 · 1.4K citations · Full text
Business, Economics, Finance +13
Bitcoin: Medium of exchange or speculative assets?
Dirk G. Baur, KiHoon Hong, Adrian D. Lee · Journal of International Financial Markets Institutions and Money · 2017 · 1.3K citations · Full text
Business, Economics, Finance +11