Seoul, Seoul 121
Korea, Republic of (South Korea)
Stock Returns, Fundamental Analysis, Momentum, State Space Model
Bitcoin, Digital currency, Dual currency, Crowding out
This is a Risk Journals paper. Risk Journals charges $73.00 .
File name: SSRN-id2884712.
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conditional risk, conditional value-at-risk (CoVaR), delta-normal method, stressed value-at-risk (SVaR), risk management
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: ECOR.
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