A multivariate approach for the simultaneous modelling of market risk and credit risk for cryptocurrencies
Year of publication: |
2020
|
---|---|
Authors: | Fantazzini, Dean ; Zimin, Stephan |
Published in: |
Journal of industrial and business economics. - Milano : Angeli, ISSN 1972-4977, ZDB-ID 2405030-1. - Vol. 47.2020, 1, p. 19-69
|
Subject: | Cryptocurrencies | Market risk | Credit risk | ZPP | Kreditrisiko | Virtuelle Währung | Virtual currency | Marktrisiko | Risikomaß | Risk measure | Portfolio-Management | Portfolio selection |
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