Cryptocurrency returns under empirical asset pricing
Year of publication: |
2022
|
---|---|
Authors: | Dunbar, Kwamie ; Owusu-Amoako, Johnson |
Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 82.2022, p. 1-10
|
Subject: | Cryptocurrency | CAPM | Crypto market risk premium | Empirical asset pricing | Virtuelle Währung | Virtual currency | Risikoprämie | Risk premium | Kapitalmarkttheorie | Financial economics | Kapitaleinkommen | Capital income | Portfolio-Management | Portfolio selection |
-
A factor model for Cryptocurrency returns
Bianchi, Daniele, (2021)
-
Cryptocurrencies meet equities : risk factors and asset-pricing relationships
Dobrynskaya, Victoria, (2023)
-
Essays on empirical asset pricing
Verbeek, Roy, (2017)
- More ...
-
Hedging the extreme risk of cryptocurrency
Dunbar, Kwamie, (2022)
-
Predictability of Crypto Returns : A Habit-Based Explanation of the Risk Premium
Dunbar, Kwamie, (2022)
-
Predicting Inflation Expectations : A Habit-Based Explanation Under Hedging
Dunbar, Kwamie, (2022)
- More ...