Yousaf, Imran; Ali, Shoaib - In: Financial Innovation 6 (2020) 1, pp. 1-18
period and the COVID-19 period. We also estimate the optimal weights, hedge ratios, and hedging effectiveness during both …/Litecoin and (b) in Ethereum for the portfolios of Ethereum/Litecoin during the COVID-19 period. All hedge ratios are found to be …