The asymmetric contagion effect between stock market and cryptocurrency market
Hao Wang, Xiaoqian Wang, Siyuan Yin, Hao Ji
| Year of publication: |
2022
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| Authors: | Wang, Hao ; Wang, Xiaoqian ; Yin, Siyuan ; Ji, Hao |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 46.2022, 1, p. 1-12
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| Subject: | Asymmetric contagion effect | Cryptocurrency market | Nonlinear Granger causality test | Stock market | Time-varying SJC-Copula-GARCH model | Aktienmarkt | Kausalanalyse | Causality analysis | Virtuelle Währung | Virtual currency | Ansteckungseffekt | Contagion effect | Börsenkurs | Share price | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model | Kointegration | Cointegration |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102345 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013339248