Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach

Yue-Jun Zhang, Elie Bouri, Rangan Gupta, Shu-Jiao Ma

Year of publication:	2021
Authors:	Zhang, Yue-Jun ; Bouri, Elie ; Gupta, Rangan ; Ma, Shu-Jiao
Published in:	The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 55.2021, p. 1-10
Subject:	Bitcoin \| Asset classes \| CAR-ARCHE \| Downside risk spillover \| Expectile VaR \| Financial markets \| Finanzmarkt \| Financial market \| Spillover-Effekt \| Spillover effect \| Virtuelle Währung \| Virtual currency \| Portfolio-Management \| Portfolio selection \| Risikomaß \| Risk measure \| Risiko \| Risk \| Volatilität \| Volatility \| Risikomanagement \| Risk management \| Theorie \| Theory

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