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The nexus between black and digital gold: evidence from US markets
In the context of the debate on cryptocurrencies as the ‘digital gold’, this study explores the nexus between the Bitcoin and US oil returns by employing a rich set of parametric and non-parametric approaches. We examine the dependence structure of the US oil market and Bitcoin through Clayton copul...
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| Publicado no: | Ann Oper Res |
|---|---|
| Main Authors: | , , , , |
| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
Springer US
2021
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC8295981/ https://ncbi.nlm.nih.gov/pubmed/34316086 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1007/s10479-021-04192-z |
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