Yang, Tzu-Yi; Yang, Yu-Tai; Chen, Ssu-Han; Chen, Eddy - 2022
Virtual currency and stock market under USA monetary policy threshold from August 07, 2015, to October 27, 2020. The … statistical test showed a threshold effect and confirmed that the relationship between USA stock market and Virtual currency is … nonlinear. Furthermore, virtual currency fluctuation has asymmetric responses to the USA stock market's fluctuation based on the …