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~isPartOf:"Advances in consulting research : recent findings and practical cases"
~isPartOf:"Research in international business and finance"
~isPartOf:"The North American journal of economics and finance : a journal of financial economics studies"
~isPartOf:"Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik"
~subject:"Risikomaß"
~type_genre:"Aufsatz in Zeitschrift"
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Search: "cryptocurrency" OR "Digitalisation"
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Risikomaß
Virtual currency
144
Virtuelle Währung
144
Bitcoin
51
Cryptocurrency
47
Cryptocurrencies
41
Digitalisierung
41
Digitization
41
Electronic money
37
Elektronisches Geld
37
Welt
37
World
37
Volatility
31
Volatilität
31
Central bank
25
Portfolio selection
25
Portfolio-Management
25
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25
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23
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21
Capital income
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Estimation
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Spillover effect
16
Spillover-Effekt
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ARCH model
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Anlageverhalten
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Behavioural finance
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COVID-19
14
Forecasting model
14
Prognoseverfahren
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Blockchain
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Aufsatz in Zeitschrift
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English
13
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Al-Jarrah, Idries Mohammad Wanas
2
Al-Yahyaee, Khamis Hamed
2
Kang, Sang Hoon
2
Mensi, Walid
2
Adewuyi, Adeolu O.
1
Albulescu, Claudiu Tiberiu
1
Bedi, Prateek
1
Boukef Jlassi, Nabila
1
Bouri, Elie
1
Chan, Stephen
1
Chu, Jeffrey
1
Dunbar, Kwamie
1
Díaz Pérez, Antonio
1
Esparcia, Carlos
1
Gozgor, Giray
1
Gupta, Rangan
1
Huang, Yilong
1
Huélamo, Diego
1
Jeribi, Ahmed
1
Jiang, Kunliang
1
Jiménez, Inés
1
Lahiani, Amine
1
Lau, Chi Keung
1
Liu, Wei
1
Liu, Yimeng
1
Ma, Shu-Jiao
1
Mora-Valencia, Andrés
1
Nadarajah, Saralees
1
Nashier, Tripti
1
Owusu-Amoako, Johnson
1
Perote, Javier
1
Semeyutin, Artur
1
Song, Jiashan
1
Tan, Zhengxun
1
Tiwari, Aviral Kumar
1
Ur Rehman, Mobeen
1
Wohar, Mark E.
1
Xiao, Binuo
1
Xuan Vinh Vo
1
Zeng, Linhui
1
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Advances in consulting research : recent findings and practical cases
Research in international business and finance
The North American journal of economics and finance : a journal of financial economics studies
Wirtschaftsdienst : Zeitschrift für Wirtschaftspolitik
Finance research letters
14
Risks : open access journal
8
Journal of risk and financial management : JRFM
7
Applied economics
3
Economics letters
3
Financial innovation : FIN
2
International review of economics & finance : IREF
2
Journal of empirical finance
2
Quantitative finance
2
Annals of financial economics
1
Applied economics letters
1
Computational economics
1
Danube : law and economics review
1
Digital finance : smart data analytics, investment innovation, and financial technology
1
Empirical economics : a quarterly journal of the Institute for Advanced Studies
1
Energy economics
1
Financial markets and portfolio management
1
International economics : a journal published by CEPII (Center for research and expertise on the world economy)
1
International journal of business performance management : IJBPM
1
International journal of finance & banking studies : JJFBS
1
International journal of forecasting
1
International review of financial analysis
1
Journal of banking & finance
1
Journal of business economics and management
1
Journal of capital markets studies
1
Journal of financial economic policy
1
Journal of industrial and business economics
1
Journal of mathematical finance
1
Journal of multinational financial management
1
Journal of risk : JOR
1
Macroeconomics and finance in emerging market economies
1
Operations research letters
1
Pacific-Basin finance journal
1
The empirical economics letters : a monthly international journal of economics
1
Zbornik radova Ekonomskog Fakulteta u Rijeci : časopis za ekonomsku teoriju i praksu
1
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ECONIS (ZBW)
13
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1
Stablecoins as a tool to mitigate the downside risk of
cryptocurrency
portfolios
Díaz Pérez, Antonio
;
Esparcia, Carlos
;
Huélamo, Diego
- In:
The North American journal of economics and finance : a …
64
(
2023
),
pp. 1-26
Persistent link: https://www.econbiz.de/10014246895
Saved in:
2
Hedging the extreme risk of
cryptocurrency
Dunbar, Kwamie
;
Owusu-Amoako, Johnson
- In:
The North American journal of economics and finance : a …
63
(
2022
),
pp. 1-11
Persistent link: https://www.econbiz.de/10014225746
Saved in:
3
Nonlinear tail dependence in
cryptocurrency
-stock market returns : the role of Bitcoin futures
Lahiani, Amine
;
Jeribi, Ahmed
;
Boukef Jlassi, Nabila
- In:
Research in international business and finance
56
(
2021
),
pp. 1-15
Persistent link: https://www.econbiz.de/10013266088
Saved in:
4
Semi-nonparametric risk assessment with cryptocurrencies
Jiménez, Inés
;
Mora-Valencia, Andrés
;
Perote, Javier
- In:
Research in international business and finance
59
(
2022
),
pp. 1-27
Persistent link: https://www.econbiz.de/10013410827
Saved in:
5
Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model
Jiang, Kunliang
;
Zeng, Linhui
;
Song, Jiashan
;
Liu, Yimeng
- In:
Research in international business and finance
61
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10014240057
Saved in:
6
An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies
Chan, Stephen
;
Chu, Jeffrey
;
Zhang, Yuanyuan
; …
- In:
Research in international business and finance
59
(
2022
),
pp. 1-13
Persistent link: https://www.econbiz.de/10013402146
Saved in:
7
Risk spillover between Bitcoin and conventional financial markets : an expectile-based approach
Zhang, Yue-jun
;
Bouri, Elie
;
Gupta, Rangan
;
Ma, Shu-Jiao
- In:
The North American journal of economics and finance : a …
55
(
2021
),
pp. 1-10
Persistent link: https://www.econbiz.de/10012667384
Saved in:
8
Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration
Tan, Zhengxun
;
Huang, Yilong
;
Xiao, Binuo
- In:
Research in international business and finance
56
(
2021
),
pp. 1-17
Persistent link: https://www.econbiz.de/10013266119
Saved in:
9
Forecasting value-at-risk of cryptocurrencies with riskmetrics type models
Liu, Wei
;
Semeyutin, Artur
;
Lau, Chi Keung
;
Gozgor, Giray
- In:
Research in international business and finance
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012581358
Saved in:
10
Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
Tiwari, Aviral Kumar
;
Adewuyi, Adeolu O.
;
Albulescu, …
- In:
The North American journal of economics and finance : a …
51
(
2020
),
pp. 1-12
Persistent link: https://www.econbiz.de/10012659682
Saved in:
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