Assessing Portfolio Risks Involving Bitcoin and Ethereum Using Vector Autoregressive Model
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References listed on IDEAS
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More about this item
Keywords
financial digital assets; volatility; portfolio risk;All these keywords.
JEL classification:
- F33 - International Economics - - International Finance - - - International Monetary Arrangements and Institutions
- F42 - International Economics - - Macroeconomic Aspects of International Trade and Finance - - - International Policy Coordination and Transmission
- F01 - International Economics - - General - - - Global Outlook
- E02 - Macroeconomics and Monetary Economics - - General - - - Institutions and the Macroeconomy
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