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Cryptocurrencies from the perspective of euro investors : a reexamination of diversification benefits and a new day-of-the-week effect

Dorfleitner, Gregor; Lung, Carina - In: The journal of asset management 19 (2018) 7, pp. 472-494

Persistent link: https://www.econbiz.de/10011958136

Blockchain mania without bitcoins : evidence from the Chinese stock market

Xiao, Lu; Xu, Xiaolin; Xue, Weili - In: Research in international business and finance 67 (2024) 2, pp. 1-21

Persistent link: https://www.econbiz.de/10014451542

Attention allocation and cryptocurrency return co-movement : evidence from the stock market

Hu, Yitong; Shen, Dehua; Urquhart, Andrew - In: International review of economics & finance : IREF 88 (2023), pp. 1173-1185

Persistent link: https://www.econbiz.de/10014475111

Hedging effectiveness of cryptocurrencies in the European stock market

Gambarelli, Luca; Marchi, Gianluca; Muzzioli, Silvia - In: Journal of international financial markets, … 84 (2023), pp. 1-22

Persistent link: https://www.econbiz.de/10014333731

Co-movement of cryptocurrencies and African stock returns : a multiresolution analysis

Kumah, Seyram Pearl; Mensah, Jones Odei; Amanamah, … - In: Cogent business & management 9 (2022) 1, pp. 1-29

This paper investigates the co-movement between cryptocurrencies and African stock returns to uncover their degree of association and global portfolio diversification benefits implementing the three-dimensional continuous Morlet wavelet transform technique. Data span 10 August 2015 to 10...

Persistent link: https://www.econbiz.de/10014439784

Stock market reactions to upside and downside volatility of Bitcoin : a quantile analysis

Ahmed, Walid M. A. - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-23

Persistent link: https://www.econbiz.de/10012822118

Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis

Qiao, Xingzhi; Zhu, Huiming; Hau, Liya - In: International review of financial analysis 71 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012436392

Fractal dynamics and wavelet analysis : deep volatility and return properties of Bitcoin, Ethereum and Ripple

Celeste, Valerio; Corbet, Shaen; Gurdgiev, Constantin - In: The quarterly review of economics and finance : journal … 76 (2020), pp. 310-324

Persistent link: https://www.econbiz.de/10012417711

Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies : from pre-industrial to the 4th industrial revolution

Thampanya, Natthinee; Nasir, Muhammad Ali; Toan Luu Duc … - In: Technological forecasting & social change : an … 159 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012519591

A cryptocurrency risk-return analysis for bull and bear regimes

Barkai, Ittai; Shushi, Tomer; Yosef, Rami - In: The journal of alternative investments : JAI 24 (2021) 1, pp. 95-118

Persistent link: https://www.econbiz.de/10012613091

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