REVISITING THE DYNAMIC CONNECTEDNESS, SPILLOVER AND HEDGING OPPORTUNITIES AMONG CRYPTOCURRENCY, COMMODITIES, AND ISLAMIC STOCK MARKETS
The study investigates the dynamic interconnections and opportunities for hedging among cryptocurrency, commodity, and Islamic stock markets using DCC-GARCH and Spillover connectedness models. Using daily data covering the Russia-Ukraine war and COVID-19 outbreak from December 1, 2019 to April 15, 2...
| Автори: | , , , |
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| Формат: | Стаття |
| Мова: | English |
| Опубліковано: |
Bank Indonesia
2024-02-01
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| Серія: | Journal of Islamic Monetary Economics and Finance |
| Предмети: | |
| Онлайн доступ: | https://jimf-bi.org/index.php/JIMF/article/view/1813 |