Mutual coupling between stock market and cryptocurrencies

We examine the relationship between the top five cryptos and the U.S. S&P500 index from January 2018 to December 2021. We use the novel General-to-specific Vector Autoregression (GETS VAR) and traditional Vector Autoregression (VAR) model to analyze the short- and long-run, cumulative impulse-re...

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Detalles Bibliográficos
Autores principales: Ahmed, Maruf Yakubu, Sarkodie, Samuel Asumadu, Leirvik, Thomas
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10200845/
https://www.ncbi.nlm.nih.gov/pubmed/37223705
http://dx.doi.org/10.1016/j.heliyon.2023.e16179

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10200845/
https://www.ncbi.nlm.nih.gov/pubmed/37223705
http://dx.doi.org/10.1016/j.heliyon.2023.e16179

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