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The linkage between Bitcoin and foreign exchanges in developed and emerging markets

This study investigates the connectedness between Bitcoin and fiat currencies in two groups of countries: the developed G7 and the emerging BRICS. The methodology adopts the regular (R)-vine copula and compares it with two benchmark models: the multivariate t copula and the dynamic conditional corre...

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Detalles Bibliográficos
Autor principal: BenSaïda, Ahmed
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9840948/
https://www.ncbi.nlm.nih.gov/pubmed/36687784
http://dx.doi.org/10.1186/s40854-023-00454-w