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On the factors of Bitcoin's value at risk
Kwon, Ji Ho - In: Financial innovation : FIN 7 (2021), pp. 1-31
This study investigates the factors of Bitcoin's tail risk, quantified by Value at Risk (VaR). Extending the … significant, but these effects were attenuated when new samples were added. The 5% VaR responds positively to the Internet search …
Persistent link: https://www.econbiz.de/10012798684
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Does Bitcoin hedge commodity uncertainty?
Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14
This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...
Persistent link: https://www.econbiz.de/10012305145
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Digital currency risk
Gilbert, Scott; Loi, Hio - In: International journal of economics and finance 10 (2018) 2, pp. 108-123
Persistent link: https://www.econbiz.de/10011816358
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Firm-level cybersecurity risk and idiosyncratic volatility
Alan, Nazli Sila; Karagozoglu, Ahmet K.; Zhou, Tianpeng - In: The journal of portfolio management : JPM 47 (2021) 9, pp. 110-140
Persistent link: https://www.econbiz.de/10012613464
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Construction and application of internet enterprises' diversification strategic risk model taking LeTV as an example
Zhang, Wenxuan - In: Internet finance and digital economy : advances in …, (pp. 801-812). 2024
Persistent link: https://www.econbiz.de/10014534748
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Bitcoin and liquidity risk diversification
Ghabri, Yosra; Guesmi, Khaled; Zantour, Ahlem - In: Finance research letters 40 (2021), pp. 1-8
Persistent link: https://www.econbiz.de/10012819160
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Model-based arbitrage in multi-exchange models for Bitcoin price dynamics
Bistarelli, Stefano; Cretarola, Alessandra; … - In: Digital finance : smart data analytics, investment … 1 (2019) 1/4, pp. 23-46
Persistent link: https://www.econbiz.de/10012223861
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Benefits of investing in cryptocurrencies when liquidity is a factor
Moreno, David; Antoli, Marcos; Quintana, David - In: Research in international business and finance 63 (2022), pp. 1-14
Persistent link: https://www.econbiz.de/10014248928
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LASSO-based high-frequency return predictors for profitable Bitcoin investment
Huang, Weige; Gao, Xiang - In: Applied economics letters 29 (2022) 12, pp. 1079-1083
Persistent link: https://www.econbiz.de/10013412041