Showing 1 - 10 of 35
Persistent link: https://www.econbiz.de/10013198538
Persistent link: https://www.econbiz.de/10014446760
Persistent link: https://www.econbiz.de/10014466238
Persistent link: https://www.econbiz.de/10014446935
This article investigates the conditional value at risk (CVaR) of two portfolio optimization approaches containing assets from the financial and crypto markets. We first catch the conditional interdependence structure among each variable through the vine-copula-GARCH model before merging it with...
Persistent link: https://www.econbiz.de/10014254389
Persistent link: https://www.econbiz.de/10009314019
Persistent link: https://www.econbiz.de/10012406926
Purpose: The purpose of this paper is to examine empirically the impact of COVID-19 pandemic news in USA and in China on the dynamic conditional correlation between Bitcoin and Gold. Design/methodology/approach: This paper offers a crucial viewpoint to the predictive capacity of COVID-19...
Persistent link: https://www.econbiz.de/10012641715
Persistent link: https://www.econbiz.de/10009313361
Persistent link: https://www.econbiz.de/10010518968