Jumps in geopolitical risk and the cryptocurrency market : the singularity of bitcoin
Year of publication: |
2022
|
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Authors: | Bouri, Elie ; Gupta, Rangan ; Xuan Vinh Vo |
Published in: |
Defence and peace economics. - London : Routledge, Taylor & Francis Group, ISSN 1476-8267, ZDB-ID 2069637-1. - Vol. 33.2022, 2, p. 150-161
|
Subject: | Bitcoin | cryptocurrencies | GARCH | Geopolitical risk | jumps | ARCH-Modell | ARCH model | Virtuelle Währung | Virtual currency | Geopolitik | Geopolitics | Volatilität | Volatility | Welt | World | Elektronisches Geld | Electronic money |
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