Interlinkages of cryptocurrency and stock markets during the COVID-19 pandemic by applying a QVAR model
Purpose – This paper aims to study the interlinkages between cryptocurrency and the stock market by characterizing their connectedness and the effects of the COVID-19 crisis on their relations. Design/methodology/approach – The author employs a quantile vector autoregression (QVAR) to identify the c...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
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Emerald Publishing
2024-03-01
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| Series: | European Journal of Management and Business Economics |
| Subjects: | |
| Online Access: | https://www.emerald.com/insight/content/doi/10.1108/EJMBE-02-2022-0035/full/pdf |