VOLATILITY SPILLOVERS AND CORRELATION BETWEEN CRYPTOCURRENCIES AND ASIAN EQUITY MARKET

  • Malhotra N
  • Gupta S
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Abstract

… models of Dyhrberg (2015), displayed that Bitcoin shows different return, volatility and … onto the existing studies on Bitcoins by assessing interwovenness within the cryptocurrency market and … Data regarding the stock indices and the cryptocurrencies is extracted from Bloomberg …

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Malhotra, N., & Gupta, S. (2019). VOLATILITY SPILLOVERS AND CORRELATION BETWEEN CRYPTOCURRENCIES AND ASIAN EQUITY MARKET. International Journal of Economics and Financial Issues, 9(6), 208–215. https://doi.org/10.32479/ijefi.8624

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