Work

Directional predictability and volatility spillover effect from stock market indexes to Bitcoin: evidence from developed and emerging markets

Year: 2023

Type: article

Source: The Journal of Risk Finance

DOI: 10.1108/jrf-06-2022-0130

Author: Imen Omri

Institution: Tunis University

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W4316369062

FWCI: 3.929

Cites: 47

Cited by: 22

Related to: 10