The pricing of bad contagion in cryptocurrencies : a four-factor pricing model
Syed Jawad Hussain Shahzad, Elie Bouri, Tanveer Ahmad, Muhammad Abubakr Naeem, Xuan Vinh Vo
| Year of publication: |
2021
|
|---|---|
| Authors: | Shahzad, Syed Jawad Hussain ; Bouri, Elie ; Ahmad, Tanveer ; Naeem, Muhammad Abubakr ; Vo Xuan Vinh |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 41.2021, p. 1-8
|
| Subject: | Asset pricing | bad contagion | cryptocurrencies | factors model | CAPM | Virtuelle Währung | Virtual currency | Ansteckungseffekt | Contagion effect | Schätzung | Estimation | Theorie | Theory | Börsenkurs | Share price | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2020.101797 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013335981