Asymmetric volatility of the US dollar index in the stock and cryptocurrency market during the Russia-Ukraine war
Suraj Velip, Mrunali Jambotkar
Year of publication: |
2024
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Authors: | Velip, Suraj ; Jambotkar, Mrunali |
Published in: |
International journal of banking, accounting and finance : IJBAAF. - Genève [u.a.] : Inderscience Enterprises, ISSN 1755-3849, ZDB-ID 2471984-5. - Vol. 14.2024, 1, p. 97-112
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Subject: | asymmetric DCC | asymmetry | Russia-Ukraine war | stocks and cryptocurrencies | volatility spillover | Volatilität | Volatility | Virtuelle Währung | Virtual currency | USA | United States | Aktienmarkt | Stock market | ARCH-Modell | ARCH model | Aktienindex | Stock index | Börsenkurs | Share price | US-Dollar | US dollar |
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