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~person:"Kang, Sang Hoon"
~person:"Wang, Pengfei"
~person:"Zhang, Wei"
~subject:"Risikomaß"
~type_genre:"Article in journal"
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Virtual currency
27
Virtuelle Währung
27
Cryptocurrency
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Portfolio selection
11
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11
Volatility
8
Volatilität
8
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Kang, Sang Hoon
Wang, Pengfei
Zhang, Wei
Tiwari, Aviral Kumar
5
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Al-Yahyaee, Khamis Hamed
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The North American journal of economics and finance : a journal of financial economics studies
2
Journal of banking & finance
1
Pacific-Basin finance journal
1
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ECONIS (ZBW)
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1
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:
2
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:
3
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:
4
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
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