Asymmetric volatility spillovers between Bitcoin, oil, and global stocks in economic uncertainty
Surachai Chancharat and Parichat Sinlapates
| Year of publication: |
2024
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|---|---|
| Authors: | Surachai Chancharat ; Parichat Sinlapates |
| Published in: |
International journal of monetary economics and finance : IJMEF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1752-0487, ZDB-ID 2471959-6. - Vol. 17.2024, 2/3, p. 238-246
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| Subject: | Bitcoin | multivariate GARCH | oil | stock market | volatility spillover | Volatilität | Volatility | ARCH-Modell | ARCH model | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Virtuelle Währung | Virtual currency | Welt | World | Börsenkurs | Share price | Ölpreis | Oil price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/IJMEF.2024.139041 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015066145