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Contagion effect of cryptocurrency on the securities market: a study of Bitcoin volatility using diagonal BEKK and

Kavya Clanganthuruthil Sajeev1, Mohd Afjal2

  • 1Independent Researcher, Kochi, India.

SN Business & Economics
|May 26, 2022
PubMed

Keywords:
BEKK–DCC GARCH modelsContagion effectCryptocurencySecurities marketsVolatility spillover

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