Testing for asymmetric non-linear short- and long-run relationships between crypto-currencies and stock markets

Using the NARDL model for the period of pandemic COVID19, we examined the asymmetric relationship between six crypto-currencies (Bitcoin, Litecoin, Bitcoin gold, Dash, Maker, and Ehereum) and seven stock market prices (S&P500, CAC40, DAX30, NIKKEI, FTSE, FTSEMIB, and SPTSX) accounting for the ef...

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Detalles Bibliográficos
Autores principales: Ghorbel, Achraf, Frikha, Wajdi, Manzli, Yasmine Snene
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Original Paper
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8990612/
http://dx.doi.org/10.1007/s40822-022-00206-8

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8990612/
http://dx.doi.org/10.1007/s40822-022-00206-8

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