A5103074849- Market Dynamics and Volatility
- Blockchain Technology Applications and Security
- Financial Risk and Volatility Modeling
- COVID-19 Pandemic Impacts
- Monetary Policy and Economic Impact
- Financial Markets and Investment Strategies
- Complex Systems and Time Series Analysis
- Natural Resources and Economic Development
- Energy, Environment, Economic Growth
- FinTech, Crowdfunding, Digital Finance
- Stock Market Forecasting Methods
- Chaos-based Image/Signal Encryption
- Global Energy Security and Policy
Paris School of Business
2020-2024
Business France
2020-2023
University of Ottawa
2019-2021
IPAG Business School
2018
We compare Bitcoin to fiat currencies (EUR, GBP, and JPY) using extreme dependence risk spillover analysis with various financial markets covering fixed-income, stock, commodity indices. Using daily data from October 2010 December 2022, stress periods including the COVID-19 outbreak war in Ukraine, results are summarized as follows. First, there is a similarity during bearish market between currency regarding their relationships fixed-income gold terms of upside downside impacts despite...