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Optimizing portfolio risk of cryptocurrencies using data-driven risk measures
Bowala, Sulalitha; Singh, Japjeet - In: Journal of risk and financial management : JRFM 15 (2022) 10, pp. 1-16
medium of exchange. In contrast to physical money, cryptocurrency payments exist purely as digital entries on an online … ledger called blockchain that describe specific transactions. Due to the high volume and high frequency of cryptocurrency …
Persistent link: https://www.econbiz.de/10013471488
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Blockchain market and eco-friendly financial assets : dynamic price correlation, connectedness and spillovers with portfolio implications
Abakah, Emmanuel Joel Aikins; Ullah, G. M. Wali; … - In: International review of economics & finance : IREF 87 (2023), pp. 218-243
Persistent link: https://www.econbiz.de/10014472075
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Asymmetric tail dependence in cryptocurrency markets : a Model-free approach
Ahn, Yongkil - In: Finance research letters 47 (2022) 2, pp. 1-5
Persistent link: https://www.econbiz.de/10013553804
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A network-based strategy of price correlations for optimal cryptocurrency portfolios
Jing, Ruixue; Rocha, Luis E. C. - In: Finance research letters 58 (2023) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10014636575
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A theory of optimum cryptocurrency scope
Marthinsen, John E.; Gordon, Steven - In: Economics of innovation and new technology 30 (2021) 2, pp. 183-196
Persistent link: https://www.econbiz.de/10012423899
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The political economy of bitcoin
Hendrickson, Joshua R.; Hogan, Thomas L.; Luther, William J. - In: Economic inquiry : journal of the Western Economic … 54 (2016) 2, pp. 925-939
Persistent link: https://www.econbiz.de/10011551913
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Multilateral Virtual Currency Model
Gikhman, Ilya I. - 2012
This project represents a basic design of a multilateral FX market that synthetically connected to the modern bilateral FX market. The essence of the multilateral FX market is an introduction of the single rates generating by the multilateral FX structures. These single rates are single currency...
Persistent link: https://www.econbiz.de/10013101258
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Outliers and time-varying jumps in the cryptocurrency markets
Dutta, Anupam; Bouri, Elie - In: Journal of risk and financial management : JRFM 15 (2022) 3, pp. 1-7
, Ethereum, Ripple, Dogecoin, Litecoin), and a broad cryptocurrency index (CCI30). The results indicate that only Bitcoin returns … are contaminated with outliers. Time-varying jumps are present in Bitcoin, Litecoin, Ripple, and the cryptocurrency index … modelling volatility in the debatable cryptocurrency markets. …
Persistent link: https://www.econbiz.de/10013163949
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Financial Regulations and Price Inconsistencies across Bitcoin Markets
Pieters, Gina C. - 2017
We document systematic differences in bitcoin prices across 11 different markets representing 26\% of global bitcoin trade volume. These differences must --- due to the identical nature of all bitcoin--- result from characteristics of markets themselves. We examine differences across the markets...
Persistent link: https://www.econbiz.de/10012972053
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H/Rindex : The Hashing Power and Robustness Index, Computational Power-weighted Benchmark for Global Blockchain and Crypto Market
Abboud, Husam - 2018
Cryptocurrencies have grown exponentially and gained increasing attention in recent years, and while it's true that it's secure by design, “Security” remains the cornerstone of any and all cryptoassets.To benchmark the global cryptocurrencies market from a security perspective, track current...
Persistent link: https://www.econbiz.de/10012925602