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Journal Articles Research in International Business and Finance Year : 2021

Nonlinear tail dependence in cryptocurrency-stock market returns: The role of Bitcoin futures

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Amine Lahiani
  • Function : Author
  • PersonId : 958295
Ahmed Jeribi
  • Function : Author
Nabila Boukef Jlassi
  • Function : Author
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hal-03573206 , version 1 (14-02-2022)

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Amine Lahiani, Ahmed Jeribi, Nabila Boukef Jlassi. Nonlinear tail dependence in cryptocurrency-stock market returns: The role of Bitcoin futures. Research in International Business and Finance, 2021, 56, pp.101351. ⟨10.1016/j.ribaf.2020.101351⟩. ⟨hal-03573206⟩
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