Title:

Nonlinear Dependence and Spillovers between Cryptocurrency and Global/Regional Equity Markets

Authors:

Waqas Hanif (U Algarve, CEFAGE, U of Algarve)
Jose Areola Hernandez (Los Angeles, California - independent researcher)
Victor Troster (Universidade das Ilhas Baleares)
Sang Hoon Kang (Pusan National U)
Seong-Min Yoon (Pusan National U)

Journal:

Pacific Basin Finance Journal

Year:

2022

Volume:

74

JEL codes:

G11 - Portfolio Choice; Investment Decisions
G13 - Contingent Pricing; Futures Pricing

DOI:

10.1016/j.pacfin.2022.101822