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Hedging the extreme risk of cryptocurrency |
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| Institution: | 1. Worcester Polytechnic Institute, Worcester, MA 01609, United States;2. Broadwell School of Business & Economics, Fayetteville State University 1200 Murchison Rd., Fayetteville, NC 28301;1. School of Economics and Management, Shihezi University, Xinjiang, China;2. School of Economics and Business Administration, Chongqing University, Chongqing, China |
| Abstract: | |
| Keywords: | Cryptocurrency Extreme risk Market risk premium Down-side risk |
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