Source: SN Business & Economics. Unidade: ESALQ
Subjects: BOLSA DE MERCADORIAS, COVID-19, MERCADO FINANCEIRO
ABNT
YAYA, OlaOluwa S et al. Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data. SN Business & Economics, v. 5, p. 1-30, 2025Tradução . . Disponível em: https://doi.org/10.1007/s43546-024-00770-y. Acesso em: 17 maio 2025.APA
Yaya, O. O. S., Quintino, D. D., Ogino, C. M., Shittu, O. I., Almeida, D. M. F., & Ferreira, P. J. S. (2025). Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data. SN Business & Economics, 5, 1-30. doi:10.1007/s43546-024-00770-yNLM
Yaya OOS, Quintino DD, Ogino CM, Shittu OI, Almeida DMF, Ferreira PJS. Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data [Internet]. SN Business & Economics. 2025 ; 5 1-30.[citado 2025 maio 17 ] Available from: https://doi.org/10.1007/s43546-024-00770-yVancouver
Yaya OOS, Quintino DD, Ogino CM, Shittu OI, Almeida DMF, Ferreira PJS. Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data [Internet]. SN Business & Economics. 2025 ; 5 1-30.[citado 2025 maio 17 ] Available from: https://doi.org/10.1007/s43546-024-00770-y