The asymmetric contagion effect between stock market and cryptocurrency market

作者：Hao Wang, Xiaoqian Wang, Siyuan Yin, Hao Ji · 发表于：Finance research letters · 年份：2021 · DOI：10.1016/j.frl.2021.102345 · 被引用次数：96 · 研究领域：Financial Risk and Volatility Modeling、Financial Markets and Investment Strategies、Market Dynamics and Volatility