Mean and volatility spillover effect from cryptocurrency to equity, commodity and currency markets

Rizwan Khalid (21876)

Mean and volatility spillover effect from cryptocurrency to equity, commodity and currency markets comparison of emerging & developed economies - Islamabad (unpublished) 2019 - iv, 56 p. : ill. ; 29 cm. +CD

Submitted in partial fulfillment of the requirement for the degree of Master of Science in Finance to the Faculty of Management Sciences. Includes bibliographical references. Thesis supervisor: Dr. Iram Naz

Thesis (MS)--Riphah International University, 2019


English


Financial management--Variable description--Volatility spillover--Data description--FMS

658.15 / RIZ
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