Blockchain market and eco-friendly financial assets : dynamic price correlation, connectedness and spillovers with portfolio implications
Year of publication: |
2023
|
---|---|
Authors: | Abakah, Emmanuel Joel Aikins ; Ullah, G. M. Wali ; Adekoya, Oluwasegun B. ; Bonsu, Christiana Osei ; Abdullah, Mohammad |
Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier, ISSN 1059-0560, ZDB-ID 1137476-7. - Vol. 87.2023, p. 218-243
|
Subject: | Cryptocurrency | DeFi | NFTs | Quantile VAR dependence | Wavelets correlation | Korrelation | Correlation | Portfolio-Management | Portfolio selection | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | VAR-Modell | VAR model | Theorie | Theory | Finanzmarkt | Financial market | Zustandsraummodell | State space model |
-
A network-based strategy of price correlations for optimal cryptocurrency portfolios
Jing, Ruixue, (2023)
-
Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins, (2024)
-
Mensi, Walid, (2021)
- More ...
-
Tail risk contagion across electricity markets in crisis periods
Abdullah, Mohammad, (2023)
-
Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins, (2024)
-
Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets
Abakah, Emmanuel Joel Aikins, (2024)
- More ...