Joseph, Tonuchi E.; Jahanger, Atif; Owne, Joshua Chukwuma; … - In: Financial innovation : FIN 10 (2024), pp. 1-19
volatility and lack of regulation in the cryptocurrency market. The study employed both diagonal BEKK GARCH and DCC-GARCH to … fnancial market to the cryptocurrency market. The conditional correlation result from the DCC GARCH revealed a positive low to … moderate correlation between cryptocurrency vola‑ tility and the African fnancial market. Specifcally, the DCC-GARCH revealed a …