Khan, Asad ul Islam; Ozcan, Rasim; Ibrahim, Mahat Maalim - In: Pakistan journal of commerce and social sciences 18 (2024) 4, pp. 848-871
the top 5 cryptocurrencies' crash risks on the G-7 and China equity markets' crash risks. MATLAB was used to calculate the … crash risks, while Stata software was employed for the econometric analysis. Three crash risk measures are used to validate … cryptocurrencies are positively related with G-7 and Chinese stock markets' crash risk. This suggests that the crash risk transmits …