Can cryptocurrencies be a safe haven : a tail risk perspective analysis
Wenjun Feng, Yiming Wang and Zhengjun Zhang
| Year of publication: |
2018
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|---|---|
| Authors: | Feng, Wenjun ; Yiming, Wang ; Zhang, Zhengjun |
| Published in: |
Applied economics. - Abingdon : Routledge, ISSN 0003-6846, ZDB-ID 280176-0. - Vol. 50.2018, 44, p. 4745-4762
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| Subject: | Cryptocurrency | diversification | hedge | tail correlation | tail risk | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Hedging | Korrelation | Correlation | Risikomaß | Risk measure | Statistische Verteilung | Statistical distribution | Finanzkrise | Financial crisis | Risikomanagement | Risk management | Bankrisiko | Bank risk | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2018.1466993 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012061627