Exploring the time-varying dependence between Bitcoin and the global stock market: Evidence from a TVP-VAR approach
Junming Zhao, Tianding Zhang
Topics & Concepts
EconomicsStock (firearms)Safe havenVolatility (finance)Stock marketFinancial economicsEconometricsMonetary economicsPaleontologyHorseEngineeringMechanical engineeringBiologyBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis