Nonlinear tail dependence in cryptocurrency-stock market returns : the role of Bitcoin futures
Amine Lahiani, Ahmed Jeribi, Nabila Boukef Jlassi
| Year of publication: |
2021
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|---|---|
| Authors: | Lahiani, Amine ; Jeribi, Ahmed ; Boukef Jlassi, Nabila |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 56.2021, p. 1-15
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| Subject: | BRICS | Cryptocurrency | Developed countries | Stock market | Tail dependence | Tail risk | Virtuelle Währung | Virtual currency | Kapitaleinkommen | Capital income | Statistische Verteilung | Statistical distribution | Aktienmarkt | Entwicklungsländer | Developing countries | Ausreißer | Outliers | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2020.101351 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013266088