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Nonlinear tail dependence in cryptocurrency-stock market returns: The role of Bitcoin futures

Lahiani, Amine, jeribi, Ahmed, Jlassi, Nabila Boukef
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Journal:
Research in International Business and Finance
DOI:
10.1016/j.ribaf.2020.101351
Date:
November, 2020
File:
PDF, 2.64 MB
2020
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