Purpose - This study investigates the role of cryptocurrencies in enhancing the performance of portfoliosconstructed … cryptocurrencies as individual investment opportunities, and as components of optimal portfolios. Design/methodology/approach - The …, cryptocurrencies have a useful role in the optimal portfolio construction and in investments, in addition to their original purposes …

Purpose This study analyzes the static and dynamic risk spillover between US/Chinese stock markets, cryptocurrencies … investors and portfolio managers. Design/methodology/approach The authors use the Diebold and Yilmaz (2012) spillover indices … examine both return and volatility spillover before and after the COVID-19 pandemic crisis. First, the authors used a static …