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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
Laboratoire d'Économie d'Orleans
Ahmed Jeribi
  • Function : Author
Nabila Boukef Jlassi
  • Function : Author

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Humanities and Social Sciences Economics and Finance

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https://hal-univ-orleans.archives-ouvertes.fr/hal-03573206

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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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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