Market integration and volatility spillover across major East Asian stock and Bitcoin markets : an empirical assessment
Hongjun Zeng and Abdullahi D. Ahmed
| Year of publication: |
2023
|
|---|---|
| Authors: | Zeng, Hongjun ; Ahmed, Abdullahi Dahir |
| Subject: | Bitcoin | Major East Asian stock markets | Multivariate GARCH | Spillover | Systemic risk | Volatilität | Volatility | Spillover-Effekt | Spillover effect | Ostasien | East Asia | ARCH-Modell | ARCH model | Aktienmarkt | Stock market | Börsenkurs | Share price | Marktintegration | Market integration | Finanzkrise | Financial crisis | Virtuelle Währung | Virtual currency | Finanzmarkt | Financial market |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IJMF-03-2021-0161 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014326092