Volatility and returns connectedness between cryptocurrency and China's financial markets : a TVP-VAR extended joint connectedness approach
Wenhao Xie, Guangxi Cao
| Year of publication: |
2024
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|---|---|
| Authors: | Xie, Wenhao ; Cao, Guangxi |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 74.2024, Art.-No. 102231, p. 1-15
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| Subject: | Cryptocurrency | China's financial market | Risk spillover | TVP-VAR | Joint connectedness | China | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Finanzmarkt | Financial market | 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.najef.2024.102231 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015135009