Ahmad Monir Abdullah; Wahab, Hishamuddin Abdul; … - In: Cogent business & management 17 (2022) 1, pp. 1-29
investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the … contribution lies in unveiling an Australian investor's diversification opportunities of a portfolio containing Bitcoin, gold, oil …, Islamic indices, conventional indices, and exchange rates. Findings from MGARCH-DCC analysis suggest that Bitcoin is the least …