Modeling the Linkages between Bitcoin, Gold, Dollar, Crude Oil, and Stock Markets: A GARCH-EVT-Copula Approach
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DOI: 10.1155/2022/8901180
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Cited by:
- Abid, Ilyes & Bouri, Elie & Galariotis, Emilios & Guesmi, Khaled & Mzoughi, Hela, 2023. "Bitcoin vs. fiat currencies: Insights from extreme dependence and risk spillover analysis with financial markets," International Review of Financial Analysis, Elsevier, vol. 90(C).
- José Antonio Núñez-Mora & Mario Iván Contreras-Valdez & Roberto Joaquín Santillán-Salgado, 2023. "Risk Premium of Bitcoin and Ethereum during the COVID-19 and Non-COVID-19 Periods: A High-Frequency Approach," Mathematics, MDPI, vol. 11(20), pages 1-20, October.
- Yıldırım Külekci, Bükre & Korn, Ralf & Selcuk-Kestel, A. Sevtap, 2024. "Ruin probability for heavy-tailed and dependent losses under reinsurance strategies," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 226(C), pages 118-138.
- Sara Ali Alokley & Sawssen Araichi & Gadir Alomair, 2024. "Exploring the Relationship and Predictive Accuracy for the Tadawul All Share Index, Oil Prices, and Bitcoin Using Copulas and Machine Learning," Energies, MDPI, vol. 17(13), pages 1-19, July.
- Luo, Changqing & Qu, Yi & Su, Yaya & Dong, Liang, 2024. "Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy," The North American Journal of Economics and Finance, Elsevier, vol. 70(C).
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