Work

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

Year: 2022

Type: review

Source: SN Business & Economics

DOI: 10.1007/s43546-022-00219-0

Authors: Kavya Clanganthuruthil Sajeev, Mohd Afjal

Institution: Amity University Mumbai

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: bronze

OpenAlex ID: W4281260307

FWCI: 1.082

Cites: 35

Cited by: 30

Related to: 10