How would the war and the pandemic affect the stock and cryptocurrency cross-market linkages? - Bampinas, Georgios,Panagiōtidēs, Theodōros (Rimini Centre for Economic Analysis, 2024)
https://ideas.repec.org/p/rim/rimwps/24-01.html
Keywords: Graue Literatur; Bitcoin; Ethereum; cryptocurrency; stock market; tail dependence; local Gaussian partial correlation; pandemic uncertainty; geopolitical risk uncertainty