Yen Nguyen Hong; Le Thanh Ha - In: European journal of management and business economics : … 33 (2024) 1, pp. 74-95
Purpose This paper aims to study the interlinkages between cryptocurrency and the stock market by characterizing their connectedness and the effects of the COVID-19 crisis on their relations. Design/methodology/approach The author employs a quantile vector autoregression (QVAR) to identify the...