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...
| Main Authors: | , , |
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| 格式: | Article |
| 語言: | English |
| 出版: |
Elsevier
2023-05-01
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| 叢編: | Heliyon |
| 主題: | |
| 在線閱讀: | http://www.sciencedirect.com/science/article/pii/S2405844023033868 |