Spotting the stock and crypto markets’ rings of fire: measuring change proximities among spillover dependencies within inter and intra-market asset classes

Spotting the stock and crypto markets’ rings of fire: measuring change proximities among spillover dependencies within inter and intra-market asset classes

Abstract Crypto assets have lately become the chief interest of investors around the world. The excitement around, along with the promise of the nascent technology led to enormous speculation by impulsive investors. Despite a shaky understanding of the backbone technology, the price mechanism, and t...

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Bibliographic Details
Main Authors: Hendra Setiawan, Moinak Bhaduri
Format: Article
Language:English
Published: SpringerOpen 2023-09-01
Series:Applied Network Science
Subjects:
Change-points
Multiple testing
Clustering
Spillover
Networks
International financial market
Online Access:https://doi.org/10.1007/s41109-023-00589-w

Internet

https://doi.org/10.1007/s41109-023-00589-w

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