Is geopolitical risk priced in the cross-section of cryptocurrency returns?
Year of publication: |
2022
|
---|---|
Authors: | Long, Huaigang ; Demir, Ender ; Będowska-Sójka, Barbara ; Zaremba, Adam ; Shahzad, Syed Jawad Hussain |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 49.2022, p. 1-8
|
Subject: | Asset pricing | Geopolitical risk | Return predictability | Cryptocurrencies | The cross-section of returns | Kapitaleinkommen | Capital income | CAPM | Geopolitik | Geopolitics | Virtuelle Währung | Virtual currency | Risikoprämie | Risk premium | Risiko | Risk | Welt | World | Schätzung | Estimation | Prognoseverfahren | Forecasting model |
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