Exploring the time-varying dependence between Bitcoin and the global stock market : evidence from a TVP-VAR approach
Junming Zhao, Tianding Zhang
| Year of publication: |
2023
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|---|---|
| Authors: | Zhao, Junming ; Zhang, Tianding |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 58.2023, 1, p. 1-8
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| Subject: | TVP-VAR | Stock market | Bitcoin | Dependence | Aktienmarkt | Virtuelle Währung | Virtual currency | Welt | World | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2023.104342 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014581628