Dependence and risk spillover among hedging assets: evidence from Bitcoin, gold, and USD

DOI10.1155/2021/2010705zbMath1486.91098OpenAlexW3200995473MaRDI QIDQ2236215

Yue Shang, Xiafei Li, Jiang Yu

Publication date: 22 October 2021

Published in: Discrete Dynamics in Nature and Society (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2021/2010705

Mathematics Subject Classification ID

Statistical methods; risk measures (91G70)

Related Items (1)

Risk estimation in exchange rate markets based on stochastic copula approach

Cites Work

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