Owusu Junior, Peterson; Adam, Anokye M.; Tweneboah, George - In: Cogent economics & finance 8 (2020) 1, pp. 1-19
This paper explores the symmetric and asymmetric dependency structure of decomposed return series of Gold and eight cryptocurrencies to establish the hedging and diversification potentials of these asset classes. Daily data spanning 30 April 2013 to 18 April 2019 are employed within the Ensemble...