Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and DCC GARCH models

The fundamental aim of this study is to examine the contagion effect of Bitcoin on the National Securities Exchange, Shanghai Stock Exchange, London Stock Exchange, and Dow Jones Industrial Average by analyzing the volatility spillover and correlation between these markets to understand the short-te...

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Detalles Bibliográficos
Autores principales: Sajeev, Kavya Clanganthuruthil, Afjal, Mohd
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer International Publishing 2022
Materias:
Review
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9122482/
https://www.ncbi.nlm.nih.gov/pubmed/35615335
http://dx.doi.org/10.1007/s43546-022-00219-0

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9122482/
https://www.ncbi.nlm.nih.gov/pubmed/35615335
http://dx.doi.org/10.1007/s43546-022-00219-0

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