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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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 $42.00 .
File name: ECOR.pdf
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