Market integration and volatility spillover across major East Asian stock and Bitcoin markets : an empirical assessment
Year of publication: |
2023
|
---|---|
Authors: | Zeng, Hongjun ; Ahmed, Abdullahi Dahir |
Published in: |
International journal of managerial finance : IJMF. - Bradford : Emerald, ISSN 1758-6569, ZDB-ID 2227388-8. - Vol. 19.2023, 4, p. 772-802
|
Subject: | Bitcoin | Major East Asian stock markets | Multivariate GARCH | Spillover | Systemic risk | Spillover-Effekt | Spillover effect | Volatilität | Volatility | Ostasien | East Asia | ARCH-Modell | ARCH model | Marktintegration | Market integration | Aktienmarkt | Stock market | Börsenkurs | Share price | Schätzung | Estimation | Finanzmarkt | Financial market | Finanzkrise | Financial crisis | Internationaler Finanzmarkt | International financial market |
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