Narrow search
Showing 1 - 10 of 2,840
Cover Image
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
Cover Image
Cryptocurrencies against stock market risk : new insights into hedging effectiveness
Just, Małgorzata; Echaust, Krzysztof - In: Research in international business and finance 67 (2024) 1, pp. 1-26
Persistent link: https://www.econbiz.de/10014451518
Cover Image
Connectedness between DeFi, cryptocurrency, stock, and safe-haven assets
Ugolini, Andrea; Reboredo, Juan Carlos; Mensi, Walid - In: Finance research letters 53 (2023), pp. 1-8
Persistent link: https://www.econbiz.de/10014472526
Cover Image
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
Cover Image
Hedging stock market prices with WTI, Gold, VIX and cryptocurrencies : a comparison between DCC, ADCC and GO-GARCH models
Fakhfekh, Mohamed; Jeribi, Ahmed; Ghorbel, Ahmed; … - In: International journal of emerging markets 18 (2023) 4, pp. 978-1006
Persistent link: https://www.econbiz.de/10014333595
Cover Image
Is the cryptocurrency market a hedge against stock market risk? : a wavelet and GARCH approach
Jana, Susovon; Sahu, Tarak Nath - In: Economic notes 52 (2023) 3, pp. 1-25
Persistent link: https://www.econbiz.de/10014427518
Cover Image
Revisiting the cryptocurrencies role in stock markets : ADCC-GARCH and Wavelet Coherence
Jana, Susovon; Sahu, Tarak Nath; Pandey, Krishna Dayal - In: Macroeconomics and finance in emerging market economies 17 (2024) 1, pp. 110-135
Persistent link: https://www.econbiz.de/10014511851
Cover Image
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
Cover Image
The correlation strength of the most important cryptocurrencies in the bull and bear market
Lahajnar, Sebastian; Rožanec, Alenka - In: Investment management and financial innovations 17 (2020) 3, pp. 67-81
Persistent link: https://www.econbiz.de/10012405543
Cover Image
Combining Islamic equity portfolios and digital currencies : evidence from portfolio diversification
Alaoui, Abdelkader O. el; Dchieche, Amina; Asutay, Mehmet - In: Fintech, digital currency and the future of Islamic …, (pp. 31-48). 2021
Digital currencies are unregulated and potentially have a destabilizing effect coupled with increased concerns over capital gains and losses in a high volatility environment. When added to a portfolio, this currency may have certain driving factors in terms of return and risks in the case of...
Persistent link: https://www.econbiz.de/10012414442