TY  - JOUR 
AU  - Jiménez Jiménez, María Inés
AU  - Mora Valencia, Andrés
AU  - Perote Peña, Javier
PY  - 2023
SN  - 1566-0141
UR  - http://hdl.handle.net/10366/161232
AB  - [EN] As crypto markets become more integrated, measuring their spillovers with financial markets becomes fundamental for portfolio choice and risk management. We investigate high-order moment transmission between emerging/developed and digital asset...
LA  - eng
PB  - Elsevier
KW  - Emerging markets
KW  - Digital markets
KW  - High-order moment spillover
KW  - SNP-DCC model
TI  - Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model
DO  - 10.1016/j.ememar.2023.101054
T2  - Emerging Markets Review
VL  - 56
M2  - 101054
ER  -