Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China
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DOI: 10.24136/eq.2023.002
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- Ayesha Sarwat & Dr. Hameeda Akhtar, 2023. "Non-Financial Markets and Interconnectedness between US and Emerging Financial Economies: Evidence from Covid-19 Financial Crisis," Bulletin of Business and Economics (BBE), Research Foundation for Humanity (RFH), vol. 12(4), pages 238-253.
- Lu, Ran & Xu, Wen & Zeng, Hongjun & Zhou, Xiangjing, 2023. "Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario," Economic Analysis and Policy, Elsevier, vol. 78(C), pages 1465-1481.
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More about this item
Keywords
South Asia and China; Gold; Bitcoin; Dependency and Connectedness; COVID-19;All these keywords.
JEL classification:
- F30 - International Economics - - International Finance - - - General
- F37 - International Economics - - International Finance - - - International Finance Forecasting and Simulation: Models and Applications
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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