Connectedness Analysis And Investment Strategy Between Stablecoins And International Stock Indices

This research analyzes the dynamic connectedness between fiat-based stablecoins represented by USDC, USDP, and USDT, and gold-based stablecoins represented by DGX  and GLC  with indices international stocks represented by S&P500, STOXX50, Nikkei225, CSI300, and JKSE using the new method,  the DCC-GA...

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Bibliographic Details

Main Authors:	Ika Maradjabessy, Zaafri Ananto Husodo
Format:	Artigo
Language:	Inglês
Published:	Universitas Tarumanagara 2024-10-01
Series:	Jurnal Manajemen
Subjects:	stablecoin; stocks indices; dcc-garch; t-copula dcc-garch.
Online Access:	https://ecojoin.org/index.php/EJM/article/view/2008
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