Volatility and Value at Risk of Crypto Versus Fiat Currencies.

Viviane Naimy Johnny El Chidiac Rim El Khoury

Published in: BIS (Workshops) (2020)

Keyphrases

exchange rate
financial crisis
risk management
foreign exchange
stock price
stock market
early warning
risk assessment
financial time series
security protocols
investment strategies
high risk
financial markets
data sets
risk factors
risk measures
expected utility
risk analysis
mobile robot
case study
decision making