Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Year of publication: |
2023
|
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Authors: | Li, Leon ; Miu, Peter |
Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 70.2023, p. 367-385
|
Subject: | Correlation | Cryptocurrency | Markov-switching model | Portfolio management | Variance | Portfolio-Management | Portfolio selection | Markov-Kette | Markov chain | Virtuelle Währung | Virtual currency | Schätzung | Estimation | Korrelation | Börsenkurs | Share price | Anlageverhalten | Behavioural finance | Volatilität | Volatility |
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