Yan, Kejia; Yan, Huqin; Gupta, Rakesh - In: Journal of Risk and Financial Management 15 (2022) 3, pp. 1-25
This paper examines the dynamic conditional correlations among 10 cryptocurrencies and the possibility of hedging investment strategies among multiple cryptocurrencies over the period affected by COVID-19 from 2017 to 2022. After studying the relationship between Bitcoin, Ethereum, and the other...