An application of a TVP-VAR extended joint connected approach to investigate dynamic spillover interrelations of cryptocurrency and stock market in Vietnam
To Trung Thanh, Le Thanh Ha, Nguyen Thi Thanh Huyen and Tran Anh Ngoc
| Year of publication: |
2023
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|---|---|
| Authors: | To Trung Thanh ; Le Thanh Ha ; Nguyen Thi Thanh Huyen ; Tran Anh Ngoc |
| Published in: |
Journal of international commerce, economics and policy. - Hackensack, NJ [u.a.] : World Scientific, ISSN 1793-9941, ZDB-ID 2572311-X. - Vol. 14.2023, 1, Art.-No. 2250017, p. 1-20
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| Subject: | COVID-19 pandemic | Cryptocurrency | dynamic connectedness | joint connectedness | TVP-VAR | Vietnam’s stock market | Aktienmarkt | Stock market | Virtuelle Währung | Virtual currency | Vietnam | Viet Nam | Coronavirus | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S179399332250017X [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014234786