Similar Search Results

Using hierarchical risk parity in the Brazilian market : an out-of-sample analysis

Reis, Felipe; Sobreira, Anderson; Trucíos, Carlos; … - In: Revista Brasileira de Finanças : RBFin 21 (2023) 4, pp. 81-103

Persistent link: https://www.econbiz.de/10014442599

The diversification and welfare effects of robo-advising

Rossi, Alberto; Utkus, Stephen P. - In: Journal of financial economics 157 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015072509

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

discovers that cryptocurrencies have mixed connectedness patterns with all national EPU therefore, the risk mitigation ability … hedging and diversification performance against each economy. Many research lines can benefit investors, policymakers, fund …

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

Cryptocurrency as a safe haven for investment portfolios amid COVID-19 panic cases of Bitcoin, Ethereum and Litecoin

Marobhe, Mutaju Isaack - In: China finance review international 12 (2022) 1, pp. 51-68

Persistent link: https://www.econbiz.de/10012880138

The accuracy of risk measurement models on bitcoin market during COVID-19 pandemic

Likitratchoaroen, Danai; Kronprasert, Nopadon; … - In: Risks : open access journal 9 (2021) 12, pp. 1-16

Since late 2019, during one of the largest pandemics in history, COVID-19, global economic recession has continued. Therefore, investors seek an alternative investment that generates profits during this financially risky situation. Cryptocurrency, such as Bitcoin, has become a new currency tool...

Persistent link: https://www.econbiz.de/10012794186

Bitcoin and altcoins price dependency : resilience and portfolio allocation in COVID-19 outbreak

Aysan, Ahmet Faruk; Khan, Asad ul Islam; Topuz, Humeyra - In: Risks : open access journal 9 (2021) 4, pp. 1-13

The main aim of this article is to examine the inter-relationships among the top cryptocurrencies on the crypto stock … market in the presence and absence of the COVID-19 pandemic. The nine chosen cryptocurrencies are Bitcoin, Ethereum, Ripple … the period from 13 September 2017 to 21 September 2020. All of the cryptocurrencies are integrated of order 1 i.e., I(1 …

Persistent link: https://www.econbiz.de/10012508728

The impact of Covid-19 and Russia-Ukraine war on the financial asset volatility : evidence from equity, cryptocurrency and alternative assets

Taera, Edosa Getachew; Setiawan, Budi; Saleem, Adil; … - In: Journal of open innovation : technology, market, and … 9 (2023) 3, pp. 1-15

This study investigates the volatility and external shock persistence within the financial and alternative assets markets during times of crises triggered by Covid-19 and the war in Ukraine. Univariate GARCH family models are used to capture the effect of financial turmoil caused by recent...

Persistent link: https://www.econbiz.de/10014504731

Are gold and cryptocurrency a safe haven for stocks and bonds? : conventional vs Islamic markets during the COVID-19 pandemic

Widjaja, Michaelia; Gaby; Havidz, Shinta Amalina Hazrati - In: European journal of management and business economics : … 33 (2024) 1, pp. 96-115

, it should be included in an investor's portfolio. Meanwhile, cryptocurrencies are more common for developed countries … based on the most used and owned cryptocurrencies for the SHA study; and (3) the utilization of UCRY Price as a crypto …

Persistent link: https://www.econbiz.de/10014507443

COVID-19 government interventions and cryptocurrency market : is there any optimum portfolio diversification?

Chowdhury, Mohammad Ashraful Ferdous; Abdullah, Mohammad; … - In: Journal of international financial markets, … 81 (2022), pp. 1-21

Persistent link: https://www.econbiz.de/10013533416

Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic

Maitra, Debasish; Ur Rehman, Mobeen; Dash, Saumya Ranjan; … - In: The North American journal of economics and finance : a … 62 (2022), pp. 1-27

Persistent link: https://www.econbiz.de/10013539022