Interconnected Markets: Exploring the Dynamic Relationship Between BRICS Stock Markets and Cryptocurrency

By Wei Wang, Haibo Wang

Published 2023-07-12

Everscope rating

1514

Relevance to quantitative trading

8 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Time-varying parameter vector autoregression (TVP-VAR). Problem types: Time Series Analysis, Market Interconnectedness Analysis.

arXiv:2406.07641 · Paper rankings

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