Connectedness between cryptocurrencies and foreign exchange markets : implication for risk management
Rahma Chemkha, Ahmed BenSaïda, Ahmed Ghorbel
| Year of publication: |
2021
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|---|---|
| Authors: | Chemkha, Rahma ; BenSaïda, Ahmed ; Ghorbel, Ahmed |
| Published in: |
Journal of multinational financial management. - Amsterdam [u.a.] : North-Holland, ISSN 1042-444X, ZDB-ID 1117284-8. - Vol. 59.2021, p. 1-13
|
| Subject: | Cryptocurrency | Dependence | Fiat currency | Value at risk | Virtuelle Währung | Virtual currency | Risikomanagement | Risk management | Devisenmarkt | Foreign exchange market | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection | Welt | World | Währungsrisiko | Exchange rate risk |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.mulfin.2020.100666 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012794677