Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Elie Bouri, Rangan Gupta and Xuan Vinh Vo
| Year of publication: |
2022
|
|---|---|
| Authors: | Bouri, Elie ; Gupta, Rangan ; Vo Xuan Vinh |
| Published in: |
Defence and peace economics. - London : Routledge, Taylor & Francis Group, ISSN 1476-8267, ZDB-ID 2069637-1. - Vol. 33.2022, 2, p. 150-161
|
| Subject: | Bitcoin | cryptocurrencies | GARCH | Geopolitical risk | jumps | Virtuelle Währung | Virtual currency | Geopolitik | Geopolitics | Welt | World | Risiko | Risk | ARCH-Modell | ARCH model | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/10242694.2020.1848285 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013167286