Litcius/Paper detail

Is downside risk priced in cryptocurrency market?

Victoria Dobrynskaya

2023International Review of Financial Analysis15 citationsDOI

Topics & Concepts

Downside riskCapital asset pricing modelCryptocurrencyEconomicsEconometricsEquity (law)Financial economicsMarket riskSystematic riskComputer sciencePortfolioComputer securityLawPolitical scienceBlockchain Technology Applications and SecurityFinancial Markets and Investment StrategiesComplex Systems and Time Series Analysis