Seoul, Seoul 121
Korea, Republic of (South Korea)
Bitcoin, Digital currency, Dual currency, Crowding out
Stock Returns, Fundamental Analysis, Momentum, State Space Model
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value-at-risk; momentum; contrarian; risk management; return autocorrelation.
File name: SSRN-id2884712.pdf
conditional risk, conditional value-at-risk (CoVaR), delta-normal method, stressed value-at-risk (SVaR), risk management
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