Unveiling the linkages between emerging stock market indices and cryptocurrencies
Year of publication: |
2022
|
---|---|
Authors: | Ahmed, Wajid Shakeel ; Mehmood, Ahsan ; Sheikh, Talha ; Bachaya, Allah |
Published in: |
Asian Academy of Management journal. - Pinang : Penerbit Univ. Sains Malaysia, ISSN 2180-4184, ZDB-ID 2509954-1. - Vol. 27.2022, 2, p. 189-209
|
Subject: | emerging market indices | cryptocurrencies | price uncertainty | autoregressive fractionally integrated moving average | generalised autoregressive conditional heteroskedasticity | Schwellenländer | Emerging economies | Aktienmarkt | Stock market | Virtuelle Währung | Virtual currency | Wirtschaftsindikator | Economic indicator | Aktienindex | Stock index | Volatilität | Volatility | ARCH-Modell | ARCH model | ARMA-Modell | ARMA model | Schätzung | Estimation | Kointegration | Cointegration | Zeitreihenanalyse | Time series analysis | Börsenkurs | Share price |
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