Analyzing the Changing Risk-Return Dynamics of Cryptocurrencies, Stocks, and Bonds
6708 Pine St room 117 6708 Pine Street #room 117 Omaha, NE 68106 United StatesAbout this event The event lasts 1 hour Abstract: We document a highly significant, strongly nonlinear dependence of Bitcoin, stock, and bond returns on past equity market volatility as measured...
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