Lamine, Ahlem; Jeribi, Ahmed; Fakhfakh, Tarek - In: Journal of economics, finance & administrative science 29 (2024) 57, pp. 21-41
Purpose This study analyzes the static and dynamic risk spillover between US/Chinese stock markets, cryptocurrencies … markets, particularly during the COVID-19 pandemic. In addition, cryptocurrencies and gold markets are net receivers of risk … that the mix of Bitcoin (or Ethereum), gold and equities could offer diversification opportunities for US and Chinese …