Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
Mobeen Ur Rehman, Paraskevi Katsiampa, Rami Zeitun, Xuan Vinh Vo
| Year of publication: |
2023
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|---|---|
| Authors: | Ur Rehman, Mobeen ; Katsiampa, Paraskevi ; Zeitun, Rami ; Vo Xuan Vinh |
| Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 55.2023, p. 1-25
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| Subject: | Bitcoin | Copula | Delta | Dependence structure | Exchange rates | Risk spillovers | Spillover-Effekt | Spillover effect | Multivariate Verteilung | Multivariate distribution | Wechselkurs | Exchange rate | Virtuelle Währung | Virtual currency | Währungsrisiko | Exchange rate risk | Theorie | Theory | ARCH-Modell | ARCH model | Risiko | Risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ememar.2022.100966 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014481146