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Does crypto market spills over Indian stock market: Evidence from five major cryptocurrency prices
Emmanuval J
Pages: 1-16 | First Published: 05 May 2023
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Abstract

The rapid growth of Cryptocurrency market ha s created new investment opportunities, but with increased volatility. It has created a new class of investors who participate both crypto and stock markets. Th e v olatility spillover is likely to influence the stock markets of th e wo rld resulting in both positive and negative
consequences on various stakeholders, Indian stock market being no exception .Hence there study examines
the presence of volatility persistence and spillover between cryptocurrency market and Indian stock market and confirms them using DCC GARCH
Keywords:  Cryptocurrency, DCC GARCH, Nifty 50, Stock market, Volatility spillover.

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