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Keywords: Vector autoregressive model
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Journal Articles
Directional predictability and volatility spillover effect from stock market indexes to Bitcoin: evidence from developed and emerging markets
Available to Purchase
Journal:
The Journal of Risk Finance
Journal of Risk Finance (2023) 24 (2): 226–243.
Published: 17 January 2023
... of traditional economic systems and whether they are protected from shocks associated with conventional financial markets and thus investors could use these digital assets to hedge market risk. Granger causality Impulse response function Time series Vector autoregressive model Stock markets Bitcoin...
