The relationship between bitcoin and the stock market: empirical evidence from the ASEAN countries

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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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Bibliographic Details
Main Author:	Le, Ha Duong
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2025
Subjects:	bitcoin; stock market; volatility; GARCH
Online Access:	https://eprints.nottingham.ac.uk/80195/

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