Cryptocurrency systematic risk dynamics
Bao Doan, Dulani Jayasuriya, John B. Lee, Jonathan J. Reeves
| Year of publication: |
2024
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|---|---|
| Authors: | Bao Doan ; Jayasuriya, Dulani ; Lee, John B. ; Reeves, Jonathan J. |
| Published in: |
Economics letters. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1765, ZDB-ID 1460581-8. - Vol. 241.2024, Art.-No. 111788, p. 1-4
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| Subject: | Bitcoin | Ethereum | Realized Betas | Virtuelle Währung | Virtual currency | Betafaktor | Beta risk | CAPM | Systemrisiko | Systemic risk | Risiko | Risk | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econlet.2024.111788 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015077948