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

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https://hal-univ-orleans.archives-ouvertes.fr/hal-03573206
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Submitted on : Monday, February 14, 2022 - 3:57:33 PM
Last modification on : Tuesday, April 26, 2022 - 9:48:01 AM

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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, Elsevier, 2021, 56, pp.101351. ⟨10.1016/j.ribaf.2020.101351⟩. ⟨hal-03573206⟩

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