Volatility Spillovers and Correlation Between Cryptocurrencies and Asian Equity Market
<p class="IEEEAbtract">Although, the growth in the cryptocurrency market slowed down after the meteoric rise in late 2017, the market is still enjoying steady capital inflow. This has made the study of market dynamics between the cryptocurrencies and equity market indispensable. In t...
Main Authors: | Nidhi Malhotra, Saumya Gupta |
---|---|
Format: | Article |
Language: | English |
Published: |
EconJournals
2019-11-01
|
Series: | International Journal of Economics and Financial Issues |
Online Access: | https://www.econjournals.com/index.php/ijefi/article/view/8624 |
Similar Items
-
Returns and volatility spillover between Asian equity markets: A wavelet approach
by: Kumar Anoop S., et al.
Published: (2017-01-01) -
Return and volatility spillover across equity markets between China and Southeast Asian countries
by: Ngo Thai Hung
Published: (2019-06-01) -
Volatility Spillovers among the Cryptocurrency Time Series
by: Zouheir Mighri, et al.
Published: (2019-04-01) -
Volatility spillovers in international equity markets
by: Acree, E. Bryan
Published: (2009) -
Volatility Spillovers between Equity and Green Bond Markets
by: Daehyeon Park, et al.
Published: (2020-05-01)