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...

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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
1758-7808
EISSN: 1758-7808
Discipline: Law
Business
Subjects:
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Database: CrossRef
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