Volatility interdependence between cryptocurrencies, equity, and bond markets
Etienne Harb, Charbel Bassil, Talie Kassamany, Roland Baz
| Year of publication: |
2024
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| Authors: | Harb, Etienne ; Bassil, Charbel ; Kassamany, Talie ; Baz, Roland |
| Published in: |
Computational economics. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1572-9974, ZDB-ID 1477445-8. - Vol. 63.2024, 3, p. 951-981
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| Subject: | Cryptocurrencies | Volatility spillover | GARCH-SEM | Structuralbreaks | Pandemics | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Rentenmarkt | Bond market | Finanzmarkt | Financial market | Welt | World | Coronavirus | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10614-022-10318-7 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014546233