Volatility spillover effect between cryptocurrency and stock market using MGARCH BEKK model. Natural and Applied Sciences International Journal (NASIJ), Peshawar, Pakistan, v. 5, n. 2, p. 32–55, 2024. DOI: 10.47264/idea.nasij/5.2.3. Disponível em: https://www.ideapublishers.org/index.php/nasij/article/view/1180. Acesso em: 24 apr. 2026.