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An investigation of financial contagion between cryptocurrency and equity markets : evidence from developed and emerging markets
Niyitegeka, Olivier; Zhou, Sheunesu - In: Cogent economics & finance 11 (2023) 1, pp. 1-21
cryptocurrency and equity markets in both advanced and emerging economies. The purpose of the study is twofold. First, the study … investigates the presence of the pure (narrow) form of financial contagion between cryptocurrency and stock markets in both … between cryptocurrency and equity markets. The high conditional correlation was mostly detected in periods of financial …
Persistent link: https://www.econbiz.de/10014500791
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Cyber-attacks, spillovers and contagion in the cryptocurrency markets
Caporale, Guglielmo Maria; Kang, Woo-Young; Spagnolo, Fabio - In: Journal of international financial markets, … 74 (2021), pp. 1-19
Persistent link: https://www.econbiz.de/10012803683
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Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar; Adewuyi, Adeolu O.; Albulescu, … - In: The North American journal of economics and finance : a … 51 (2020), pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
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Are cryptocurrencies contagious to Asian financial markets?
Handika, Rangga; Soepriyanto, Gatot; Havidz, Shinta … - In: Research in international business and finance 50 (2019), pp. 416-429
Persistent link: https://www.econbiz.de/10012177757
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Directional predictability and volatility spillover effect from stock market indexes to Bitcoin : evidence from developed and emerging markets
Omri, Imen - In: The journal of risk finance : JRF 24 (2023) 2, pp. 226-243
Persistent link: https://www.econbiz.de/10014232428
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Roles of stable versus nonstable cryptocurrencies in Bitcoin market dynamics
Brik, Hatem; El Ouakdi, Jihene; Ftiti, Zied - In: Research in international business and finance 62 (2022), pp. 1-15
Persistent link: https://www.econbiz.de/10014247888
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The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Shahzad, Syed Jawad Hussain; Bouri, Elie; Ahmad, Tanveer; … - In: Finance research letters 41 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10013335981
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Cryptocurrency spectrum and 2020 pandemic : contagion analysis
Okorie, David Iheke; Lin, Boqiang - In: International review of economics & finance : IREF 84 (2023), pp. 29-38
Persistent link: https://www.econbiz.de/10014342986
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Decentralized and centralized exchanges : which digital tokens pose a greater contagion risk?
Yousaf, Imran; Abrar, Afsheen; Yarovaya, Larisa - In: Journal of international financial markets, … 89 (2023), pp. 1-26
Persistent link: https://www.econbiz.de/10014490165
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Contagion and loss redistribution in crypto asset markets
Schuler, Katrin; Nadler, Matthias; Schär, Fabian - In: Economics letters 231 (2023), pp. 1-4
Persistent link: https://www.econbiz.de/10014461263