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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Springer Berlin Heidelberg
2023
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| 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 |