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Can cryptocurrencies be a safe haven : a tail risk perspective analysis

Feng, Wenjun; Yiming, Wang; Zhang, Zhengjun - In: Applied economics 50 (2018) 44, pp. 4745-4762

Persistent link: https://www.econbiz.de/10012061627

Economic policy uncertainty and cryptocurrency market as a risk management avenue : a systematic review

Ul Haq, Inzamam; Maneengam, Apichit; Chupradit, Supat; … - In: Risks : open access journal 9 (2021) 9, pp. 1-24

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 … discovers that cryptocurrencies have mixed connectedness patterns with all national EPU therefore, the risk mitigation ability …

Persistent link: https://www.econbiz.de/10012632009

Liquidity risk and expected cryptocurrency returns

Zhang, Wei; Li, Yi - In: International journal of finance & economics : IJFE 28 (2023) 1, pp. 472-492

Persistent link: https://www.econbiz.de/10014253217

Value at risk and returns of cryptocurrencies before and after the crash : long-run relations and fractional cointegration

Tan, Zhengxun; Huang, Yilong; Xiao, Binuo - In: Research in international business and finance 56 (2021), pp. 1-17

Persistent link: https://www.econbiz.de/10013266119

The cross-section of cryptocurrency risk and return

Günther, Steffen; Fieberg, Christian; Poddig, Thorsten - In: Vierteljahrshefte zur Wirtschaftsforschung 89 (2020) 4, pp. 7-28

Standardabweichungen zu testen. Wir erweitern die bestehende Literatur, indem wir zahlreiche Charakteristika identifizieren, die Risiko und … to explain cryptocurrency risk and return. …

Persistent link: https://www.econbiz.de/10012940081