Bitcoin and global financial stress : a copula-based approach to dependence and causality in the quantiles
Elie Bouri, Rangan Gupta, Chi Keung Marco Lau, David Roubaud, Shixuan Wang
| Year of publication: |
2018
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| Authors: | Bouri, Elie ; Gupta, Rangan ; Lau, Chi Keung ; Roubaud, David ; Wang, Shixuan |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 69.2018, p. 297-307
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| Subject: | Bitcoin | Copula | Dependence | Global financial stress index | Quantiles | Multivariate Verteilung | Multivariate distribution | Finanzkrise | Financial crisis | Virtuelle Währung | Virtual currency | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2018.04.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012035019