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Keywords: Student’s copula
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Journal Articles
EuroMed Journal of Business 1–17.
Published: 15 August 2025
... not by determining the adequate weighting of each financial asset. Design/methodology/approach We adopt the Student copula (t copula) to model the dependency structure between Bitcoin, different stock indices (S&P 500, EURO STOXX 50, Nikkei 225), JP Morgan bond and MSCI World stock. Then, we calculate...

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