Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets

Hanif, W., Hernandez, J. A., Troster, V., Kang, S. H., & Yoon, S. M. , (2022) , "Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets" , Pacific Basin Finance Journal .
Autor(es) CEFAGE
Waqas Hanif
DOI
https://doi.org/10.1016/j.pacfin.2022.101822
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