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Does uncertainty predict cryptocurrency returns? A copula based approach
Ur Armand Koumba
MCom, University of Johannesburg
2018
Handle:
https://hdl.handle.net/10210/295891
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Abstract
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Abstract
Cryptocurrencies
Business cycles
Foreign exchange rates
M.Com. (Financial Economics) Please refer to full text to view abstract.
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Does uncertainty predict cryptocurrency returns? A copula based approach
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Title
Does uncertainty predict cryptocurrency returns? A copula based approach
Creators - without role
Ur Armand Koumba
Contributors - without role
Q.G. Wang
Awarding Institution
University of Johannesburg; MCom
Theses and Dissertations
MCom, University of Johannesburg
Identifiers
9912623507691
Copyright
University of Johannesburg
Academic Unit
Department of Economic and Econometrics
Resource Type
Thesis
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Does uncertainty predict cryptocurrency returns? A copula based approach