Interlinkages of cryptocurrency and stock markets during the COVID-19 pandemic by applying a QVAR model
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DOI: 10.1108/EJMBE-02-2022-0035
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References listed on IDEAS
- Hu, Yang & Valera, Harold Glenn A. & Oxley, Les, 2019. "Market efficiency of the top market-cap cryptocurrencies: Further evidence from a panel framework," Finance Research Letters, Elsevier, vol. 31(C), pages 138-145.
- Wang, Hao & Wang, Xiaoqian & Yin, Siyuan & Ji, Hao, 2022. "The asymmetric contagion effect between stock market and cryptocurrency market," Finance Research Letters, Elsevier, vol. 46(PA).
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Keywords
Stock market; COVID-19 pandemic; Cryptocurrency; QVAR; Dynamic connectedness; 股票市場; 2019冠狀病毒病全球大流行; 加密貨幣; 分量向量自我迴歸 (QVAR); 動態關聯;All these keywords.
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