Ahmed, Wajid Shakeel; Mehmood, Ahsan; Sheikh, Talha; … - In: Asian Academy of Management journal 27 (2022) 2, pp. 189-209
This paper investigated the relationship between cryptocurrencies and emerging stock market indices using fractional … between cryptocurrencies prices and stock indices. Surprisingly, a different picture emerges on using conditional volatility … indices. Our findings implies that investment decision regarding digital currencies should be taken cautiously. As …