An application of ADCC-GARCH and wavelet coherence to explore connectedness between stock markets and cryptocurrencies
Susovon Jana, Krishna Dayal Pandey, Tarak Nath Sahu
| Year of publication: |
2024
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|---|---|
| Authors: | Jana, Susovon ; Pandey, Krishna Dayal ; Sahu, Tarak Nath |
| Published in: |
International journal of electronic finance : IJEF. - Olney, Bucks : Inderscience Enterprises, ISSN 1746-0077, ZDB-ID 2232948-1. - Vol. 13.2024, 2, p. 168-195
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| Subject: | ADCC-GARCH | cryptocurrency | diversification | hedge | safe haven | wavelet coherence | Virtuelle Währung | Virtual currency | Zustandsraummodell | State space model | Aktienmarkt | Stock market | Hedging | Portfolio-Management | Portfolio selection | Welt | World | Diversifikation | Diversification |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJEF.2024.137634 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015064350