by Imran Yousaf | Jul 6, 2021 | SAGE
SAGE Open, Volume 11, Issue 3, July-September 2021. We provide an empirical analysis of herding behavior in cryptocurrency markets during COVID-19 and periods of cyber-attacks, differentiating between fundamental and nonfundamental herding. The results show that...
by Imran Yousaf | Apr 30, 2021 | SAGE
SAGE Open, Volume 11, Issue 2, April-June 2021. Using the DCC-GARCH model, this study examines the return and volatility spillovers between crude oil and emerging Latin American stock markets during the entire studying period and two subsamples, including the global...
by Imran Yousaf | Apr 30, 2021 | SAGE
SAGE Open, Volume 11, Issue 2, April-June 2021. Using the DCC-GARCH model, this study examines the return and volatility spillovers between crude oil and emerging Latin American stock markets during the entire studying period and two subsamples, including the global...