Nonlinear tail dependence in cryptocurrency-stock market returns: The role of Bitcoin futures
Lahiani, Amine, jeribi, Ahmed, Jlassi, Nabila BoukefJournal:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2020.101351
Date:
November, 2020
File:
PDF, 2.64 MB
2020