The linkage between Bitcoin and foreign exchanges in developed and emerging markets
Abstract This study investigates the connectedness between Bitcoin and fiat currencies in two groups of countries: the developed G7 and the emerging BRICS. The methodology adopts the regular (R)-vine copula and compares it with two benchmark models: the multivariate t copula and the dynamic conditio...
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| Format: | Article |
| Language: | English |
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SpringerOpen
2023-01-01
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| Series: | Financial Innovation |
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| Online Access: | https://doi.org/10.1186/s40854-023-00454-w |