A bit risky? A comparison between Bitcoin and other assets using an intraday Value at Risk approach

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...

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Bibliographic Details
Main Authors:	Valstad, Ole Christian Andreas, Vagstad, Kristian
Format:	Others
Language:	English
Published:	Norges teknisk-naturvitenskapelige universitet, Institutt for industriell økonomi og teknologiledelse 2014
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:no:ntnu:diva-25961

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