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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
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Integration of African stock markets with the developed stock markets : an analysis of co-movements, volatility and contagion
Anyikwa, Izunna; Le Roux, Pierre - In: International economic journal 34 (2020) 2, pp. 279-296
Persistent link: https://www.econbiz.de/10012261358
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The level of African forex markets integration and Eurobond issue
Mensah, Lord; Andoh, Charles; Kuttu, Saint; Yiadom, … - In: Journal of economics and finance : JEF 47 (2023) 1, pp. 232-250
Persistent link: https://www.econbiz.de/10014227702
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Cryptocurrency connectedness : does controlling for the cross-correlations matter?
Wiesen, Thomas F.P.; Bharadwaj, Lakshya - In: Applied economics letters 30 (2023) 20, pp. 2873-2880
Persistent link: https://www.econbiz.de/10014413964
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Dynamic connectedness and integration in cryptocurrency markets
Ji, Qiang; Bouri, Elie; Lau, Chi Keung; Roubaud, David - In: International review of financial analysis 63 (2019), pp. 257-272
Persistent link: https://www.econbiz.de/10012207461
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Risk spillovers between Bitcoin and ASEAN+6 Stock markets before and after COVID-19 outbreak : a comparative analysis with gold
Parichat Sinlapates; Tanit Sriwong; Surachai Chancharat - In: Journal of risk and financial management : JRFM 16 (2023) 2, pp. 1-17
This paper applies the multivariate GARCH models to investigate the role of Bitcoin as a hedge and safe haven for ASEAN+6 stock markets compared to gold. We used daily data for the dates 2 January 2017–20 January 2023, covering the recent COVID-19 pandemic. The empirical findings provide...
Persistent link: https://www.econbiz.de/10014305903
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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
presence of low level of integration and contagion between U.S. Bitcoin and financial markets. Asymmetric nature of volatility …
Persistent link: https://www.econbiz.de/10012175787
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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
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The impact of the global financial crisis on the integration of the Chinese and Indonesian stock markets
Kenani, James Manuel; Purnomo, Joko; Maoni, Felix - In: International journal of economics and finance 5 (2013) 9, pp. 69-81
Persistent link: https://www.econbiz.de/10010190847
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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