Return and volatility spillover between cryptocurrencies, oil price and stock market in GCC countries
This study examines the news impact, persistence and asymmetric effects of stock, oil and cryptocurrency markets in Gulf Cooperation Council (GCC) countries. The diagonal BEKK method is applied to the daily trading prices of three major cryptocurrencies, crude oil and four stock market indices from...
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| Principais autores: | , , , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Taylor & Francis Group
2025-12-01
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| coleção: | Cogent Economics & Finance |
| Assuntos: | |
| Acesso em linha: | https://www.tandfonline.com/doi/10.1080/23322039.2025.2453584 |
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