Subsample analysis of stock market – cryptocurrency returns tail dependence: A copula approach for the tails

Nabila Boukef Jlassi, Ahmed Jeribi, Amine Lahiani () and Salma Mefteh-Wali
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Nabila Boukef Jlassi: PSB - Paris School of Business - HESAM - HESAM Université - Communauté d'universités et d'établissements Hautes écoles Sorbonne Arts et métiers université
Ahmed Jeribi: FSEG Mahdia - Faculté des Sciences Économiques et de Gestion de Mahdia [Univ Monastir] - UM - Université de Monastir - University of Monastir - جامعة المنستير
Amine Lahiani: LEO - Laboratoire d'Économie d'Orleans [2022-...] - UO - Université d'Orléans - UT - Université de Tours - UCA - Université Clermont Auvergne
Salma Mefteh-Wali: ESSCA - ESSCA – École supérieure des sciences commerciales d'Angers = ESSCA Business School

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Date: 2023-12
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Citations: View citations in EconPapers (3)

Published in Finance Research Letters, 2023, 58, pp.104056. ⟨10.1016/j.frl.2023.104056⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-04353030

DOI: 10.1016/j.frl.2023.104056

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