Zobrazeno 1 - 10
of 135
pro vyhledávání: '"Aslanidis, Nektarios"'
Publikováno v:
In Quarterly Review of Economics and Finance December 2024 98
Publikováno v:
In Research in International Business and Finance August 2024 71
This paper shows that Bitcoin is not correlated to a general uncertainty index as measured by the Google Trends data of Castelnuovo and Tran (2017). Instead, Bitcoin is linked to a Google Trends attention measure specific for the cryptocurrency marke
Externí odkaz:
http://arxiv.org/abs/2106.07104
This paper studies the dynamic market linkages among cryptocurrencies during August 2015 - July 2020 and finds a substantial increase in market linkages for both returns and volatilities. We use different methodologies to check the different aspects
Externí odkaz:
http://arxiv.org/abs/2009.14561
Publikováno v:
In Journal of International Money and Finance March 2023 131
This letter explores the behavior of conditional correlations among main cryptocurrencies, stock and bond indices, and gold, using a generalized DCC class model. From a portfolio management point of view, asset correlation is a key metric in order to
Externí odkaz:
http://arxiv.org/abs/1811.08365
Publikováno v:
In Finance Research Letters June 2022 47 Part A
Publikováno v:
In Journal of Economic Behavior and Organization May 2022 197:73-90
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