This study investigates whether market states impact the Bitcoin-Ether correlation. We observe an increase in the … average correlation due to a rise in popularity of Ether. We also find that an increase in uncertainty leads to the low … Bitcoin-Ether correlation, suggesting that investors focus on the different functionalities for the two cryptocurrencies and …

This study aims to investigate the dynamic conditional correlation and volatility spillover between the conventional …) approaches to investigate dynamic conditional correlation and volatility spillover between conventional and Islamic stock markets … for a specific time horizon and present time-varying volatility and dynamic conditional correlation, while volatility …

This research examines time-varying real estate-stock conditional correlation dynamics at the local, regional, and … significance of some common factors influencing the real estate-stock correlation structures along the three integration paths. Our … analysis is also extended to the current global financial crisis to assess the relative contribution of the correlation and …

. The weather derivative market is therefore incomplete. This paper implements a pricing methodology for weather derivatives …

weather derivative market does not exist. The findings support theoretical results of reverse relation between MPR and …