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Asymmetric volatility spillovers between Bitcoin, oil, and global stocks in economic uncertainty

Surachai Chancharat; Parichat Sinlapates - In: International journal of monetary economics and finance … 17 (2024) 2/3, pp. 238-246

Persistent link: https://www.econbiz.de/10015066145

Inter-markets volatility spillover in U.S. bitcoin and financial markets

Qarni, Muhammad Owais; Gulzar, Saqib; Fatima, Syeda Tamkeen - In: Journal of business economics and management 20 (2019) 4, pp. 694-714

This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry Measure, and Barunik and Krehlik (2018)...

Persistent link: https://www.econbiz.de/10012175787

Volatility and return spillovers between stock markets and cryptocurrencies

Uzonwanne, Godfrey Chidozie - In: The quarterly review of economics and finance : journal … 82 (2021), pp. 30-36

Persistent link: https://www.econbiz.de/10013258227

Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market

Gambarelli, Luca; Marchi, Gianluca; Muzzioli, Silvia - 2022

Persistent link: https://www.econbiz.de/10013258708

Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market : the case of Australia

Amanjot Singh - In: Economic modelling 97 (2021), pp. 45-57

Persistent link: https://www.econbiz.de/10012793297

Volatility spillovers and correlation between cryptocurrencies and Asian equity market

Malhotra, Nidhi; Gupta, Saumya - In: International journal of economics and financial issues … 9 (2019) 6, pp. 208-215

Persistent link: https://www.econbiz.de/10012151119

The impact of Covid-19 and Russia-Ukraine war on the financial asset volatility : evidence from equity, cryptocurrency and alternative assets

Taera, Edosa Getachew; Setiawan, Budi; Saleem, Adil; … - In: Journal of open innovation : technology, market, and … 9 (2023) 3, pp. 1-15

This study investigates the volatility and external shock persistence within the financial and alternative assets markets during times of crises triggered by Covid-19 and the war in Ukraine. Univariate GARCH family models are used to capture the effect of financial turmoil caused by recent...

Persistent link: https://www.econbiz.de/10014504731

Return connectedness and volatility dynamics of the cryptocurrency network

Poddar, Abhishek; Misra, Arun Kumar; Mishra, Ajay Kumar - In: Finance research letters 58 (2023) 2, pp. 1-14

Persistent link: https://www.econbiz.de/10014583135

Volatility spillovers among G7, E7 stock markets and cryptocurrencies

Aydoğan, Berna; Vardar, Gülin; Taçoğlu, Caner - In: Journal of economic and administrative sciences 40 (2024) 2, pp. 364-387

Persistent link: https://www.econbiz.de/10014632207

Volatility interdependence between cryptocurrencies, equity, and bond markets

Harb, Etienne; Bassil, Charbel; Kassamany, Talie; Baz, … - In: Computational economics 63 (2024) 3, pp. 951-981

Persistent link: https://www.econbiz.de/10014546233

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