Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets-Reference-Cited by-同舟云学术

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Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets

Published:2022-09 Issue: Volume:74 Page:101822
ISSN:0927-538X
Container-title:Pacific-Basin Finance Journal
language:en
Short-container-title:Pacific-Basin Finance Journal

Author:

Hanif Waqas,Areola Hernandez Jose,Troster Victor,Kang Sang Hoon,Yoon Seong-Min

Funder

National Research Foundation of Korea

Ministerio de Ciencia e Innovación

Fundação para a Ciência e a Tecnologia

Ministry of Education

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference74 articles.

1. Pair-copula constructions of multiple dependence;Aas;Insurance,2009

2. Bootstrap tests for distributional treatment effects in instrumental variable models;Abadie;J. Am. Stat. Assoc.,2002

3. CoVaR;Adrian;Am. Econ. Rev.,2016

4. Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: a comparative analysis with yellow metal;Al-Yahyaee;N. Am. J. Econ. Financ.,2019

5. Cryptocurrency market contagion: market uncertainty, market complexity, and dynamic portfolios;Antonakakis;J. Int. Financ. Mark. Inst. Money,2019

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2. The Tail Dependence and Lead-Lag Relationship in Financial Markets;Asia-Pacific Financial Markets;2024-07-20

3. Can ESG Integration Enhance the Stability of Disruptive Technology Stock Investments? Evidence from Copula-Based Approaches;Journal of Risk and Financial Management;2024-05-11

4. Nghiên cứu sự phụ thuộc lợi nhuận của tiền kỹ thuật số: Tiếp cận phương pháp Copula có điều kiện;Tạp chí Kinh tế và Phát triển;2024-05

5. Are REITS hedge or safe haven against oil price fall?;International Review of Economics & Finance;2024-01

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