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A network-based strategy of price correlations for optimal cryptocurrency portfolios
Jing, Ruixue; Rocha, Luis E. C. - In: Finance research letters 58 (2023) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10014636575
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Correlation structure between fiat currencies and blockchain assets
Abakah, Emmanuel Joel Aikins; Ullah, G. M. Wali; … - In: Finance research letters 62 (2024) 1, pp. 1-9
Persistent link: https://www.econbiz.de/10014530800
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High frequency multiscale relationships among major cryptocurrencies : portfolio management implications
Mensi, Walid; Ur Rehman, Mobeen; Muhammad Shafiullah; … - In: Financial innovation : FIN 7 (2021), pp. 1-21
, Ethereum, Monero, Dash, Ripple, and Litecoin. We apply nonlinear Granger causality and rolling window wavelet correlation (RWCC … most of the cryptocurrency pairs. We advance evidence to improve portfolio risk assessment, and hedging strategies. …
Persistent link: https://www.econbiz.de/10012705417
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Time-frequency co-movement of cryptocurrency return and volatility : evidence from wavelet coherence analysis
Qiao, Xingzhi; Zhu, Huiming; Hau, Liya - In: International review of financial analysis 71 (2020), pp. 1-15
Persistent link: https://www.econbiz.de/10012436392
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Assessing connectedness of transportation cryptocurrencies and transportation stocks : evidence from wavelet quantile correlation
Patel, Ritesh; Goodell, John W.; Chishti, Muhammad Zubair - In: Finance research letters 58 (2023) 3, pp. 1-8
Persistent link: https://www.econbiz.de/10014631411
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Price co-movements in decentralized financial markets
Park, Seongwan; Lee, Seungju; Lee, Yunyoung; Ko, Hyungjin; … - In: Applied economics letters 30 (2023) 21, pp. 3075-3082
Persistent link: https://www.econbiz.de/10014441906
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Are cryptocurrencies contagious to Asian financial markets?
Handika, Rangga; Soepriyanto, Gatot; Havidz, Shinta … - In: Research in international business and finance 50 (2019), pp. 416-429
Persistent link: https://www.econbiz.de/10012177757
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Asymmetric dynamic spillover effect between cryptocurrency and China's financial market : evidence from TVP-VAR based connectedness approach
Cao, Guangxi; Xie, Wenhao - In: Finance research letters 49 (2022), pp. 1-10
Persistent link: https://www.econbiz.de/10013478628
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Dynamic spillovers between leading cryptocurrencies and derivatives tokens : insights from a quantile VAR approach
Yousaf, Imran; Pham, Linh; Goodell, John W. - In: International review of financial analysis 94 (2024), pp. 1-14
Persistent link: https://www.econbiz.de/10014543916
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Return-volatility nexus in the digital asset class : a dynamic multilayer connectedness analysis
Bouri, Elie; Foglia, Matteo; Karmakar, Sayar; Gupta, Rangan - 2024
Persistent link: https://www.econbiz.de/10014583466