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Victor Troster
Universitat de les Illes Balears
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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Nonlinear Dependence and Spillovers between Cryptocurrency and Global/Regional Equity Markets
Pacific-Basin Finance Journal, Vol. 74, No. 101822, 2022
Posted: 10 Apr 2023
Last Revised: 06 May 2026
Waqas Hanif
,
José Arreola Hernández
, Victor Troster,
Sang Hoon Kang
and
Seong-Min Yoon
University of Algarve, Tecnologico de Monterrey (ITESM), Universitat de les Illes Balears, Pusan National University and Department of Economics, Pusan National University
Abstract:
Cryptocurrency; copula; conditional value-at-risk; equity market; nonlinear dependence; spillover
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