Time and Frequency Connectedness of Uncertainties in Cryptocurrency, Stock, Currency, Energy, and Precious Metals Markets

Published: 20 October 2022| Version 1 | DOI: 10.17632/m8cy5xw3dc.1
Contributor:
Efe Caglar CAGLI

Description

Data and code for "Time and Frequency Connectedness of Uncertainties in Cryptocurrency, Stock, Currency, Energy, and Precious Metals Markets", Emerging Markets Review

Files

Steps to reproduce

- R code for the summary statistics (Table 1) and frequency connectedness measures (Table 3). - Gauss code for unit root tests (Table 2).

Institutions

Dokuz Eylul Universitesi Isletme Fakultesi

Categories

Financial Time Series Analysis

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