The Break Point-Dependent Causality between the Cryptocurrency and Emerging Stock Markets

DOI Number:10.24818/18423264/54.4.20.13

Affiliation of Author(s):School of Management Science and Engineering

Journal:Economic Computation and Economic Cybernetics Studies and Research

Funded by:国家自然科学基金、教育部人文社会科学基金、江苏省社科基金

Key Words:Granger causality test, Liang’s causality analysis, Break-point test, Cryptocurrency market

All the Authors:Liu Kai,Liang Xiang San,Zhang Zhengjun,Cui Hairong

First Author:Lu Xunfa

Indexed by:Journal paper

Discipline:Economics

First-Level Discipline:Applied Economics

Document Type:J

Volume:54

Issue:4

Page Number:203-216

Translation or Not:no

Date of Publication:2020-12-15

Included Journals:SCI、SSCI

Publication links:http://www.ecocyb.ase.ro/