Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach
Yue‐Jun Zhang, Elie Bouri, Rangan Gupta, Shujiao Ma
Topics & Concepts
Spillover effectDownside riskFinancial stabilityOrder (exchange)Financial marketAsset (computer security)EconomicsAsset allocationMonetary economicsBusinessFinanceSystemic riskBondFinancial economicsFinancial systemFinancial crisisMacroeconomicsComputer securityComputer sciencePortfolioBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityCrime, Illicit Activities, and Governance