Lamine, Ahlem; Jeribi, Ahmed; Fakhfakh, Tarek - In: Journal of economics, finance & administrative science 29 (2024) 57, pp. 21-41
contrast, Stablecoins (Tether and TrueUSD) do not offer hedging opportunities for US and Chinese investors. Originality …Purpose This study analyzes the static and dynamic risk spillover between US/Chinese stock markets, cryptocurrencies …-day moving window spillover index estimation. Findings Generally, results show evidence of significant spillovers between …