The nexus between black and digital gold: evidence from us markets

HIGHLIGHTS

  • who: Toan Luu Duc Huynh from the (UNIVERSITY) have published the article: The nexus between black and digital gold: evidence from US markets, in the Journal: (JOURNAL) of 24/01/2019
  • what: In the context of the debate on cryptocurrencies as the ‘digital gold' this study explores the nexus between the and returns by employing a rich set of parametric and non-parametric approaches. The authors examine the dependence structure of the and through Clayton normal and Gumbel help to test the volatility of these dependence structures through left-tailed right-tailed or source. The . . .

     

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