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Bitcoin and integration patterns in the forex market

Nader Virk Orcid Logo

Finance Research Letters, Start page: 102092

Swansea University Author: Nader Virk Orcid Logo

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Published in: Finance Research Letters
ISSN: 1544-6123
Published: Elsevier BV 2021
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Keywords: Bitcoin; conventional currencies; DCC model; integration patterns; hedging; conditional volatility. JEL classification: C32C5E44G11G15
College: Faculty of Humanities and Social Sciences
Start Page: 102092