Browsing by Subject Cryptocurrencies
Showing results 4 to 9 of 9
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Issue Date | Title | Author(s) |
---|---|---|
2020 | Measures of risk in cryptocurrency market using extreme value theory | Sleiman, Nicole |
2020 | A study on the efficiency of the cryptocurrency markets using quantile regression and other efficiency measures | Dahdah, Amin; Abboud, Naval |
2019 | VAR of VaR : the case of cryptocurrencies and financial markets | Mouallem, Anthony |
2018 | Volatility spillovers between cryptocurrencies and stocks markets : a multivariate garch approach | Atrib, Manal; Abdallah, Joumana |
1-Jan-2024 | What drives the return and volatility spillover between DeFis and cryptocurrencies? | Assaf, Ata ; Demir, Ender; Ersan, Oguz |
Oct-2022 | When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic | Al-Shboul, Mohammad; Assaf, Ata ; Mokni, Khaled |