Nonlinear tail dependence in cryptocurrency-stock market returns: The role of Bitcoin futures

Amine Lahiani (), Ahmed Jeribi and Nabila Boukef Jlassi
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Amine Lahiani: LEO - Laboratoire d'Économie d'Orleans - UO - Université d'Orléans - UT - Université de Tours

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Date: 2021-04
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Citations: View citations in EconPapers (17)

Published in Research in International Business and Finance, 2021, 56, pp.101351. ⟨10.1016/j.ribaf.2020.101351⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03573206

DOI: 10.1016/j.ribaf.2020.101351

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