Dynamic spillover between green cryptocurrencies and stocks : a portfolio implication
Imran Yousaf, Jinxin Cui, Shoaib Ali
| Year of publication: |
2024
|
|---|---|
| Authors: | Yousaf, Imran ; Cui, Jinxin ; Ali, Shoaib |
| Subject: | Green cryptocurrencies | Green stocks | Hedging effectiveness | Return and volatility spillovers | TVP-VAR connectedness | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Portfolio-Management | Portfolio selection | Hedging | Kapitaleinkommen | Capital income | Welt | World | ARCH-Modell | ARCH model | Aktienmarkt | Stock market |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.103661 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015211784