Analysis of the Relationship between Bitcoin Fluctuations and Tehran Stock Exchange Fluctuations During the Coronavirus Epidemic (Markov Switching Baysian VAR)
With the advent of cryptocurrencies in international financial markets, the study of new issues around the portfolio of individuals and the risk relationship of different segments of the financial market with each other has become prominent among investors and researchers. In this study, with the he...
Main Authors: | Mohammad Ali Yousefi Behzad Farokhi, Samineh Qasemifar |
---|---|
Format: | Article |
Language: | fas |
Published: |
Alzahra University
2023-03-01
|
Series: | راهبرد مدیریت مالی |
Subjects: | |
Online Access: | https://jfm.alzahra.ac.ir/article_6930_7e1809a666ea49d02201c7a1d56dad4c.pdf |
Similar Items
-
Enhancing Bitcoin Price Fluctuation Prediction Using Attentive LSTM and Embedding Network
by: Yang Li, et al.
Published: (2020-07-01) -
Markov-Switching Bayesian Vector Autoregression Model in Mortality Forecasting
by: Wanying Fu, et al.
Published: (2023-08-01) -
The volatility of bitcoin and the riskiness of the financial portfolio
by: Alihodžić Almir
Published: (2023-01-01) -
The Impact of Profit Changes Speed on Stock Portfolio Fluctuations Companies Accepted in Tehran Stock Exchange
by: Sepideh Rajizadeh, et al.
Published: (2022-11-01) -
Bitcoin in portfolio diversification: The perspective of a global investor
by: Šoja Tijana, et al.
Published: (2019-01-01)