Cryptocurrencies : formation of returns from the CRIX index
Ricardo de Souza Tavares, João Frois Caldeira and Gerson de Souza Raimundo Júnior
| Year of publication: |
2021
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|---|---|
| Authors: | Tavares, Ricardo de Souza ; Caldeira, João F. ; Raimundo Júnior, Gerson de Souza |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 8, p. 691-695
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| Subject: | bitcoin | CAPM | Criptocurrencies | Markov Switching | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Markov-Kette | Markov chain | Aktienindex | Stock index | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1770680 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012501593