Bitcoin and liquidity risk diversification
Year of publication: |
2021
|
---|---|
Authors: | Ghabri, Yosra ; Guesmi, Khaled ; Zantour, Ahlem |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 40.2021, p. 1-8
|
Subject: | Bitcoin | diversification | dynamic multivariate GARCH | liquidity innovations | liquidity risk | Liquidität | Liquidity | Portfolio-Management | Portfolio selection | ARCH-Modell | ARCH model | Theorie | Theory | Betriebliche Liquidität | Corporate liquidity | Diversifikation | Diversification | Volatilität | Volatility | Risikomaß | Risk measure | Bankenliquidität | Bank liquidity | Marktliquidität | Market liquidity | Virtuelle Währung | Virtual currency | Elektronisches Geld | Electronic money |
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