Browsing by Author "Katsiampa, Paraskevi"
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Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies
Mobeen Ur, Rehman; Katsiampa, Paraskevi; Zeitun, Rami; Vo, Xuan Vinh ( Elsevier , 2023 , Article)This paper investigates the extreme dependence and risk spillovers between Bitcoin and the currencies of the BRICS and G7 economies. We find time-varying dependence between Bitcoin and all currencies. Moreover, when analysing ...