Do cryptocurrencies provide better hedging? : Evidence from major equity markets during COVID-19 pandemic
Debasish Maitra, Mobeen Ur Rehman, Saumya Ranjan Dash, Sang Hoon Kang
| Year of publication: |
2022
|
|---|---|
| Authors: | Maitra, Debasish ; Ur Rehman, Mobeen ; Dash, Saumya Ranjan ; Kang, Sang Hoon |
| Published in: |
The North American journal of economics and finance : a journal of financial economics studies. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9408, ZDB-ID 1289278-6. - Vol. 62.2022, p. 1-27
|
| Subject: | COVID-19 | Cryptocurrency | Portfolio diversification | Stock market | Risk spillover | Coronavirus | Aktienmarkt | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Hedging | Welt | World | Volatilität | Volatility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2022.101776 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013539022