Mutual coupling between stock market and cryptocurrencies

Mutual coupling between stock market and cryptocurrencies

We examine the relationship between the top five cryptos and the U.S. S&P500 index from January 2018 to December 2021. We use the novel General-to-specific Vector Autoregression (GETS VAR) and traditional Vector Autoregression (VAR) model to analyze the short- and long-run, cumulative impulse-re...

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Bibliographic Details
Main Authors: Maruf Yakubu Ahmed, Samuel Asumadu Sarkodie, Thomas Leirvik
Format: Article
Language:English
Published: Elsevier 2023-05-01
Series:Heliyon
Subjects:
Stock market
Cryptocurrencies
Treasury bill
Commodities
Bitcoin
Ethereum
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844023033868

Internet

http://www.sciencedirect.com/science/article/pii/S2405844023033868

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