Ahmed, Wajid Shakeel; Mehmood, Ahsan; Sheikh, Talha; … - In: Asian Academy of Management journal 27 (2022) 2, pp. 189-209
integration and co-integration technique. Particularly, fractional integration is applied to examine stochastic properties of … individual assets and fractional cointegration to analyse bivariate connectedness. Our findings unveil the absence of mean … expected. There is some evidence of cointegration on volatility grounds between cryptocurrencies and emerging stock market …
