Market efficiency, volatility dynamics and hedging effectiveness of digital assets: A systematic literature review.

Autor: Baskar, P., Bunker, Bhumika, Kasilingam, R.
Předmět:
Zdroj: Library of Progress-Library Science, Information Technology & Computer; Jul-Dec2024, Vol. 44 Issue 3, p16545-16555, 11p
Abstrakt: Digital assets are store of value that emerged as the prominent application of blockchain technology. Some digital asset variants are cryptocurrency, Non-Fungible Tokens, Decentralized Finance, and Stablecoin. Digital assets' value and popularity surged in the last decade, attracting investors while possessing challenges for regulators and policymakers. In light of the above circumstances, the study aims to uncover the most researched themes and critically review the prominent research themes in digital assets literature that are limited to the subject area of Economics, Econometrics, and Finance published in peer-reviewed journals collected from the SCOPUS indexed journals during the timeframe 2009 to 2024 with the help of bibliometric analysis performed in VOS viewer software. Conclusively the study provides important insights that lead to the evolution of digital assets literature and identifies the most productive authors and sources. Content analysis highlights the most frequently used keywords such as market efficiency, asset pricing, volatility dynamics, and hedging effectiveness with the variants of digital assets. Finally, the study discusses the possible future research direction of digital assets literature. [ABSTRACT FROM AUTHOR]
Databáze: Complementary Index