Are cryptocurrencies a safe haven for stock investors? : a regime-switching approach
Leon Li, Peter Miu
| 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
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| Subject: | Correlation | Cryptocurrency | Markov-switching model | Portfolio management | Variance | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Markov-Kette | Markov chain | Anlageverhalten | Behavioural finance | Korrelation | Schätzung | Estimation | Theorie | Theory | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jempfin.2022.12.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014423734