Browse by Journals
Number of items: 2.
2020
CORBET, S., KATSIAMPA, Paraskevi and LAU, C.K.M.
(2020).
Measuring quantile dependence and testing directional predictability between Bitcoin, altcoins and traditional financial assets.
International Review of Financial Analysis, 71, p. 101571.
[Article]
2018
CORBET, S and KATSIAMPA, Paraskevi
(2018).
Asymmetric mean reversion of Bitcoin price returns.
International Review of Financial Analysis.
(In Press)
[Article]