Crypto-currencies have developed a vibrant market since bitcoin, the rst crypto-currency, was created in 2009. We look … assets, studying their returns and the co-movements of altcoin prices with bitcoin and against each other. We evaluate their …-currencies: an equallyweighted one, a value-weighted one, and one based on the CRypto-currency IndeX (CRIX). The CRIX portfolio …

Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the cryptocurrency market as a risk … based on the cryptocurrency market as a risk management avenue against economic policy uncertainty (EPU). The review …

Cryptocurrency markets have experienced large growth in recent years, with an increase in the number and diversity of … traded assets. Previous work has addressed the economic properties of Bitcoin with regards to its hedging or diversification … variety of cryptocurrencies. In this paper, we report the results of studying the most representative cryptocurrency of each …