Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times : an Archimax copula approach
Mohamed Fakhfekh, Azza Bejaoui, Aurelio F. Bariviera, Ahmed Jeribi
| Year of publication: |
2024
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|---|---|
| Authors: | Fakhfekh, Mohamed ; Bejaoui, Azza ; Bariviera, Aurelio Fernández ; Jeribi, Ahmed |
| Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 70.2024, Art.-No. 102079, p. 1-17
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| Subject: | Archimax copula | DeFi | Hedge ratio | Non fungible token | Virtuelle Währung | Virtual currency | Multivariate Verteilung | Multivariate distribution | Hedging | Portfolio-Management | Portfolio selection | Blockchain | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2024.102079 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014492041