The risk analysis of Bitcoin and major currencies: value at risk approach

Purpose This study aims to compare investors of major conventional currencies and Bitcoin (BTC) investors by using the value at risk (VaR) method common risk measure. Design/methodology/approach The paper used a risk analysis named as VaR. The analysis has various computations that Historical Simula...

Full description

Saved in:
Bibliographic details
Volume: 22
Main Author: Uyar, Umut
Kahraman, Ibrahim Korkmaz
Format: Journal Article
Language: English
Place of publication: London Emerald Publishing Limited 07.01.2019
Emerald Group Publishing Limited
Journal of Money Laundering Control
published in: Journal of money laundering control Vol. 22; no. 1; pp. 38 - 52
Data of publication: 20190107
ISSN: 1368-5201
EISSN: 1758-7808
Discipline: Law
Online Access: available in Bonn?
Database: CrossRef
ProQuest Social Sciences Premium Collection
Global News & ABI/Inform Professional
Trade PRO
ABI/INFORM Collection
ABI/INFORM Global (PDF only)
ProQuest Central (purchase pre-March 2016)
ProQuest Pharma Collection
Social Science Premium Collection
Accounting, Tax & Banking Collection
ProQuest Central Essentials
ProQuest Central
Business Premium Collection
Criminology Collection
ProQuest Central Korea
ABI/INFORM Global (Corporate)
ProQuest Central Student
Research Library Prep
ProQuest Business Collection
ABI/INFORM Professional Advanced
ABI/INFORM Professional Standard
Criminal Justice Database
Banking Information Database
Research Library
Research Library (Corporate)
ProQuest One Business
ProQuest One Academic Eastern Edition
ProQuest One Academic
ProQuest One Academic UKI Edition
ProQuest Central Basic
Database information Databases - DBIS