Work

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

Year: 2022

Type: article

Source: Pacific-Basin Finance Journal

DOI: 10.1016/j.pacfin.2022.101822

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

Institutions: COMSATS University Islamabad, Centro de Estudos e Formação Avançada em Gestão e Economia, University of Algarve, Universitat de les Illes Balears, Pusan National University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

Funders: Ministry of Education, National Research Foundation of Korea, Ministerio de Ciencia e Innovación, Fundação para a Ciência e a Tecnologia

Awards: G2686279260, G3197295887, Centro de Estudos e Formação Avançada em Gestão e Economia da Universidade de Évora (CEFAGE-UE)

OpenAlex ID: W4286449100

FWCI: 4.396

Cites: 72

Cited by: 31

Related to: 10