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Jump to: 2020 | 2018
Number of items: 2.

2020

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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

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CORBET, S and KATSIAMPA, Paraskevi (2018). Asymmetric mean reversion of Bitcoin price returns. International Review of Financial Analysis. (In Press) [Article]

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