|
|||||
|
|
Correlated at the Tail: Implications of Asymmetric Tail-Dependence Across Bitcoin Markets |
|
| Authors: | Bekiros Stelios Hedström Axel Jayasekera Evgeniia Mishra Tapas Uddin Gazi Salah |
| Affiliation: | 1.European University Institute, Florence, Italy ;2.Department of Management and Engineering, Link?ping University, Link?ping, Sweden ;3.National College of Ireland, Dublin, Ireland ;4.Southampton Business School, University of Southampton, Southampton, UK ; |
| Abstract: | Computational Economics - This paper is the first to fully characterize the relationship among cross-market Bitcoin prices to provide a complete picture of directional predictability of Bitcoin... |
| Keywords: | |
| 本文献已被 SpringerLink 等数据库收录！ | |