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Ilyes Abid
Institut Superieur de Commerce de Paris
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SCHOLARLY PAPERS
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Scholarly Papers (1)
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1.
Bitcoin vs. Fiat Currencies: Insights from Extreme Dependence and Risk Spillover Analysis with Financial Markets
Number of pages: 55
Posted: 22 Mar 2023
Ilyes Abid,
Elie Bouri
,
Emilios C. Galariotis
,
Khaled Guesmi
and
Hela Mzoughi
Institut Superieur de Commerce de Paris, Lebanese American University, School of Production Engineering and Management, Faculty of Economics and Management of Tunis and University of Tunis Carthage-Carthage Business School
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Abstract:
bitcoin, Fiat currencies, Financial Markets, Extreme dependence and risk spillovers, Copulas-CoVaR
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