Similar Search Results - EconBiz

The correlation risk premium : international evidence

Faria, Gonçalo; Kosowski, Robert L.; Wang, Tianyu - In: Journal of banking & finance 136 (2022), pp. 1-14

Persistent link: https://www.econbiz.de/10013448802

The correlation risk premium : international evidence

Faria, Gonçalo; Kosowski, Robert L.; Wang, Tianyu - 2021

Persistent link: https://www.econbiz.de/10012592939

High frequency multiscale relationships among major cryptocurrencies : portfolio management implications

Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21

, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC … most of the cryptocurrency pairs. We advance evidence to improve portfolio risk assessment, and hedging strategies. …

Persistent link: https://www.econbiz.de/10012705417

Asymmetric correlations and hedging effectiveness of cryptocurrencies for the European stock market

Gambarelli, Luca; Marchi, Gianluca; Muzzioli, Silvia - 2022

Persistent link: https://www.econbiz.de/10013258708

Can cryptocurrencies be a safe haven : a tail risk perspective analysis

Feng, Wenjun; Yiming, Wang; Zhang, Zhengjun - In: Applied economics 50 (2018) 44, pp. 4745-4762

Persistent link: https://www.econbiz.de/10012061627

Correlation impulse response functions

Hafner, Christian M.; Herwartz, Helmut - In: Finance research letters 57 (2023), pp. 1-6

Persistent link: https://www.econbiz.de/10014513333

Asymmetric volatility dynamics in cryptocurrency markets on multi-time scales

Kakinaka, Shinji; Umeno, Ken - In: Research in international business and finance 62 (2022), pp. 1-18

Persistent link: https://www.econbiz.de/10014248649

Interest in cryptocurrencies predicts conditional correlation dynamics

Chuffart, Thomas - In: Finance research letters 46 (2022) 1, pp. 1-7

Persistent link: https://www.econbiz.de/10013339271

An extreme value analysis of the tail relationships between returns and volumes for high frequency cryptocurrencies

Chan, Stephen; Chu, Jeffrey; Zhang, Yuanyuan; … - In: Research in international business and finance 59 (2022), pp. 1-13

Persistent link: https://www.econbiz.de/10013402146

Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks

Bossman, Ahmed; Gubareva, Mariya; Agyei, Samuel Kwaku; … - In: International review of economics & finance : IREF 91 (2024), pp. 699-719

Persistent link: https://www.econbiz.de/10014492252

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