Exploring the time-varying dependence between Bitcoin and the global stock market: Evidence from a TVP-VAR approach
Author:
Funder
National Natural Science Foundation of China
Wuhan University
Publisher
Elsevier BV
Subject
Finance
Reference23 articles.
1. When bitcoin lost its position: cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic;Al-Shboul;Int.Rev. Financ. Anal.,2022
2. Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market;Boako;Int. Econ.,2019
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4. Safe haven or risky hazard? Bitcoin during the Covid-19 bear market;Conlon;Financ. Res. Lett.,2020
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