The relationship between bitcoin and the stock market: empirical evidence from the ASEAN countries
This dissertation examines the relationship between Bitcoin returns and the stock market performance of selected ASEAN countries over a 6-year period, from July 2018 to June 2024, using the Dynamic Conditional Correlation Generalized Autoregressive Conditional Heteroskedasticity (DCC-GARCH) model. W...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2025
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| Online Access: | https://eprints.nottingham.ac.uk/80195/ |