A bit risky? A comparison between Bitcoin and other assets using an intraday Value at Risk approach
The promising cryptocurrency Bitcoin has attracted a lot of attention recently, but the high volatility of the Bitcoin price has so far been a barrier to widespread adoption. Given the way Bitcoin transactions work, users will be exposed to exchange rate risk even for short intraday horizons. This p...
| Main Authors: | , |
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| Format: | Others |
| Language: | English |
| Published: |
Norges teknisk-naturvitenskapelige universitet, Institutt for industriell økonomi og teknologiledelse
2014
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| Online Access: | http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-25961 |