The pricing of bad contagion in cryptocurrencies: A four-factor pricing model
Syed Jawad Hussain Shahzad, Elie Bouri, Tanveer Ahmad, Muhammad Abubakr Naeem, Xuan Vinh Vo
Topics & Concepts
CryptocurrencyCapital asset pricing modelEconometricsEconomicsExplanatory powerFactor analysisFinancial economicsComputer scienceEpistemologyComputer securityPhilosophyBlockchain Technology Applications and SecurityComplex Systems and Time Series AnalysisFinancial Markets and Investment Strategies