Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Imen Omri
| Year of publication: |
2023
|
|---|---|
| Authors: | Omri, Imen |
| Subject: | Bitcoin | Cryptocurrency | Directional predictability | Financial contagion | Granger causality | Impulse response function | Stock markets | Time series | Vector autoregressive model | Volatility spillover | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Aktienmarkt | Stock market | Schwellenländer | Emerging economies | VAR-Modell | VAR model | Kausalanalyse | Causality analysis | Spillover-Effekt | Spillover effect | Zeitreihenanalyse | Time series analysis | Prognoseverfahren | Forecasting model | Aktienindex | Stock index | Ansteckungseffekt | Contagion effect | ARCH-Modell | ARCH model | Börsenkurs | Share price | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Schätzung | Estimation | Welt | World |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-06-2022-0130 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014232428