Dong et al., 2023 - Google Patents
Tracing Contagion Risk: From Crypto or Stock?Dong et al., 2023
View PDF- Document ID
- 13475952863559016706
- Author
- Dong S
- Fang V
- Lin W
- Publication year
- Publication venue
- Available at SSRN 4371403
External Links
Snippet
The increasing crypto-stock comovement has spurred concerns over digital assets' ripple effects and systemic risks. We closely examine this comovement and report two findings. First, the crypto-stock correlation hovered around zero before March 2020 but increased …
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