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
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|---|---|
| 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
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| 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 |
| 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