Nonlinear Dependence and Spillovers between Cryptocurrency and Global/Regional Equity Markets
Year of publication: |
[2023]
|
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Authors: | Hanif, Waqas ; Arreola Hernández, José ; Troster, Victor ; Kang, Sang Hoon ; Yoon, Seong-Min |
Publisher: |
[S.l.] : SSRN |
Subject: | Spillover-Effekt | Spillover effect | Aktienmarkt | Stock market | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Nichtlineare Regression | Nonlinear regression |
Extent: | 1 Online-Ressource (62 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Pacific-Basin Finance Journal, Vol. 74, No. 101822, 2022 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 26, 2023 erstellt |
Classification: | c58 ; D85 - Network Formation ; F36 - Financial Aspects of Economic Integration ; G11 - Portfolio Choice ; G21 - Banks; Other Depository Institutions; Mortgages |
Source: | ECONIS - Online Catalogue of the ZBW |
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