Khan, Asad ul Islam; Ozcan, Rasim; Ibrahim, Mahat Maalim - In: Pakistan journal of commerce and social sciences 18 (2024) 4, pp. 848-871
In this paper, we use the Empirical Bayes estimation and multiple linear regression approach to examine the impact of 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...