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Volatility and spillover analysis between cryptocurrencies and financial indices: a diagonal BEKK and DCC GARCH model approach in support of SDGs

• Authors : Iulia Cristina Iuga; Raluca-Andreea Nerișanu; Larisa-Loredana Dragolea

Subjects: Covolatility; cryptocurrency; green finance

• Source: Cogent Economics & Finance, Vol 12, Iss 1 (2024)

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Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model

• Authors : Irfan Civcir; Uğur Akkoç

Subjects: DCC-GARCH-SVAR; Economics and Econometrics; Sociology and Political Science

• Source: Resources Policy

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Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model

• Authors : Civcir, I.; Akkoç, UÄŸur

Subjects: Bootstrap causality; DCC-GARCH-SVAR; Dynamic conditional correlation

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The impact of global risk aversion and domestic macroeconomic factors on the dynamic conditional correlations of South African financial markets

• Authors : Kelleb Mloyi; Edson Vengesai

Subjects: Global risk aversion; dynamic conditional correlation; DCC GARCH

• Source: Cogent Economics & Finance, Vol 12, Iss 1 (2024)

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An investigation of financial contagion between cryptocurrency and equity markets: Evidence from developed and emerging markets

• Authors : Olivier Niyitegeka; Sheunesu Zhou

Subjects: COVID-19; cryptocurrency; DCC GARCH

• Source: Cogent Economics & Finance, Vol 11, Iss 1 (2023)

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A Comparative Analysis on the Role and Market Linkages of Gold Backed Assets During COVID-19 Pandemic

• Authors : Sruthy Madhavan; S. Sreejith

Subjects: gold bullion; safe haven; dcc garch

• Source: Scientific Annals of Economics and Business, Vol 69, Iss 3, Pp 417-433 (2022)

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Testing the role of gold in crisis: a global perspective

• Authors : Sruthy MADHAVAN; Sreejith S

Subjects: gold; stock market; bear market

• Source: Eurasian Journal of Business and Economics, Vol 15, Iss 29, Pp 19-33 (2022)

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Is bitcoin a safe haven for Indian investors? A GARCH volatility analysis

• Authors : Murty, Sarika; Victor, Vijay; Fekete-Farkas, Maria

Subjects: ddc:650; Bitcoin; DCC GARCH

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Dynamic correlation between Crude Oil Price and Exchange rate: The Case of ASEAN-5

• Authors : Yeoh, Ying Jia; Phoong, Seuk Wai; Lau, Chuan Hoe

Subjects: DCC GARCH; Exchange rate; Gold price

• Source: EDUCATUM Journal of Science, Mathematics and Technology; Vol. 9 No. 2 (2022): EDUCATUM Journal of Science, Mathematics and Technology (EJSMT); 24-34 ; 2462-2451 ; 2289-7070

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An Empirical Study of Volatility in Cryptocurrency Market

• Authors : Hemendra Gupta; Rashmi Chaudhary

Subjects: volatility; cryptocurrency; GARCH

• Source: Journal of Risk and Financial Management; Volume 15; Issue 11; Pages: 513

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