Work

Revisiting the cryptocurrencies role in stock markets: ADCC-GARCH and Wavelet Coherence

Year: 2023

Type: article

Source: Macroeconomics and Finance in Emerging Market Economies

DOI: 10.1080/17520843.2023.2211380

Authors: Susovon Jana, Tarak Nath Sahu, Krishna Dayal Pandey

Institutions: Vidyasagar University, Sidho-Kanho-Birsha 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: W4377096552

FWCI: 4.412

Cites: 61

Cited by: 21

Related to: 10