Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
Year of publication: |
2023
|
---|---|
Authors: | Ur Rehman, Mobeen ; Katsiampa, Paraskevi ; Zeitun, Rami ; Xuan Vinh Vo |
Published in: |
Emerging markets review. - Amsterdam [u.a.] : Elsevier, ISSN 1566-0141, ZDB-ID 2025202-X. - Vol. 55.2023, p. 1-25
|
Subject: | Bitcoin | Copula | Delta | Dependence structure | Exchange rates | Risk spillovers | Spillover-Effekt | Spillover effect | Multivariate Verteilung | Multivariate distribution | Wechselkurs | Exchange rate | Währungsrisiko | Exchange rate risk | ARCH-Modell | ARCH model | Theorie | Theory |
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