Effects of the geopolitical risks on Bitcoin returns and volatility
Ahmet Faruk Aysan, Ender Demir, Giray Gozgor, Chi Keung Marco Lau
| Year of publication: |
2019
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|---|---|
| Authors: | Aysan, Ahmet Faruk ; Demir, Ender ; Gozgor, Giray ; Lau, Chi Keung |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 47.2019, p. 511-518
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| Subject: | Cryptocurrencies | Bitcoin | BSGVAR model | Geopolitical risks | Quantile-on-quantile estimations | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Geopolitik | Geopolitics | Risiko | Risk | Welt | World | 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.ribaf.2018.09.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012135791