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~person:"Kang, Sang Hoon"
~person:"Larkin, Charles"
~person:"Wang, Pengfei"
~subject:"Risk measure"
~subject:"Zeitreihenanalyse"
~type_genre:"Article in journal"
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Search: subject_exact:"Virtual currency"
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Risk measure
Zeitreihenanalyse
Virtual currency
33
Virtuelle Währung
33
Cryptocurrency
14
Welt
12
World
12
Cryptocurrencies
9
Portfolio selection
9
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9
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9
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9
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Kang, Sang Hoon
Larkin, Charles
Wang, Pengfei
Tiwari, Aviral Kumar
6
Al-Yahyaee, Khamis Hamed
4
Bouri, Elie
4
Mensi, Walid
4
Catania, Leopoldo
3
Corbet, Shaen
3
Gil-Alaña, Luis A.
3
Grassi, Stefano
3
Katsiampa, Paraskevi
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3
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2
Akcora, Cuneyt Gurcan
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Al-Jarrah, Idries Mohammad Wanas
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2
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2
Cheah, Eng-Tuck
2
Chu, Jeffrey
2
Dixon, Matthew F.
2
Ferreira, Paulo
2
Gel, Yulia R.
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Guesmi, Khaled
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Jiménez, Inés
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Kantarcioglu, Murat
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Lau, Chi Keung
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Takaishi, Tetsuya
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The North American journal of economics and finance : a journal of financial economics studies
2
Applied economics
1
Finance research letters
1
Journal of banking & finance
1
Pacific-Basin finance journal
1
The financial review : the official publication of the Eastern Finance Association
1
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ECONIS (ZBW)
7
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1
Bitcoin intraday time series momentum
Shen, Dehua
;
Urquhart, Andrew
;
Wang, Pengfei
- In:
The financial review : the official publication of the …
57
(
2022
)
2
,
pp. 319-344
Persistent link: https://www.econbiz.de/10013189512
Saved in:
2
Nonlinear dependence and spillovers between cryptocurrency and global/regional equity markets
Hanif, Waqas
;
Areola Hernandez, Jose
;
Troster, Victor
; …
- In:
Pacific-Basin finance journal
74
(
2022
),
pp. 1-30
Persistent link: https://www.econbiz.de/10013389474
Saved in:
3
Downside risk and the cross-section of cryptocurrency returns
Zhang, Wei
;
Li, Yi
;
Xiong, Xiong
;
Wang, Pengfei
- In:
Journal of banking & finance
133
(
2021
),
pp. 1-18
Persistent link: https://www.econbiz.de/10013256328
Saved in:
4
Dynamic volatility transmission and portfolio management across major cryptocurrencies : evidence from hourly data
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Al-Jarrah, …
- In:
The North American journal of economics and finance : a …
54
(
2020
),
pp. 1-14
Persistent link: https://www.econbiz.de/10012665455
Saved in:
5
Time frequency analysis of the commonalities between Bitcoin and major Cryptocurrencies : portfolio risk management implications
Mensi, Walid
;
Ur Rehman, Mobeen
;
Al-Yahyaee, Khamis Hamed
; …
- In:
The North American journal of economics and finance : a …
48
(
2019
),
pp. 283-294
Persistent link: https://www.econbiz.de/10012120250
Saved in:
6
Structural breaks and double long memory of cryptocurrency prices : a comparative analysis from Bitcoin and Ethereum
Mensi, Walid
;
Al-Yahyaee, Khamis Hamed
;
Kang, Sang Hoon
- In:
Finance research letters
29
(
2019
),
pp. 222-230
Persistent link: https://www.econbiz.de/10012418764
Saved in:
7
Some stylized facts of the cryptocurrency market
Zhang, Wei
;
Wang, Pengfei
;
Li, Xiao
;
Shen, Dehua
- In:
Applied economics
50
(
2018
)
55
,
pp. 5950-5965
Persistent link: https://www.econbiz.de/10012062951
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