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Interlinkages of cryptocurrency and stock markets during COVID-19 pandemic by applying a TVP-VAR extended joint connected approach
Le Thanh Ha - In: Journal of economic studies 50 (2023) 3, pp. 407-428
Persistent link: https://www.econbiz.de/10014252393
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An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis
Le Thanh Ha; Hong-Nham Nguyen Thi - In: Technological forecasting & social change : an … 183 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10013473304
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Interlinkages of cryptocurrency and stock markets during the COVID-19 pandemic by applying a QVAR model
Yen Nguyen Hong; Le Thanh Ha - In: European journal of management and business economics : … 33 (2024) 1, pp. 74-95
Purpose This paper aims to study the interlinkages between cryptocurrency and the stock market by characterizing their connectedness and the effects of the COVID-19 crisis on their relations. Design/methodology/approach The author employs a quantile vector autoregression (QVAR) to identify the...
Persistent link: https://www.econbiz.de/10014507440
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Dynamic interlinkages between carbon risk and volatility of green and renewable energy : a TVP-VAR analysis
Le Ha Thanh; Bouteska, Ahmed; Sharif, Taimur; Abedin, … - In: Research in international business and finance 69 (2024), pp. 1-17
Persistent link: https://www.econbiz.de/10015052530