The Generalised Pareto Distribution Model Approach to Comparing Extreme Risk in the Exchange Rate Risk of BitCoin/US Dollar and South African Rand/US Dollar Returns
Cryptocurrencies are said to be very risky, and so are the currencies of emerging economies, including the South African rand. The steady rise in the movement of South Africans’ investments between the rand and BitCoin warrants an investigation as to which of the two currencies is riskier. In this p...
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Artigo |
| Lingua: | Inglês |
| Pubblicazione: |
MDPI AG
2023-05-01
|
| Serie: | Risks |
| Soggetti: | |
| Accesso online: | https://www.mdpi.com/2227-9091/11/6/100 |
| Tags: |
Nessun Tag, puoi essere il primo ad aggiungerne!!
|