Multivariate dynamics between emerging markets and digital asset markets : an application of the SNP-DCC model
Inés Jiménez, Andrés Mora-Valencia, Javier Perote
| Year of publication: |
2023
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|---|---|
| Authors: | Jiménez, Inés ; Mora-Valencia, Andrés ; Perote, Javier |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 56.2023, p. 1-17
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| Subject: | Digital markets | Emerging markets | High-order moment spillover | SNP-DCC model | Schwellenländer | Emerging economies | Finanzmarkt | Financial market | Online-Marketing | Internet marketing | Theorie | Theory | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2023.101054 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014478653