Revisiting the cryptocurrencies role in stock markets : ADCC-GARCH and Wavelet Coherence
Susovon Jana, Tarak Nath Sahu and Krishna Dayal Pandey
| Year of publication: |
2024
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| Authors: | Jana, Susovon ; Sahu, Tarak Nath ; Pandey, Krishna Dayal |
| Published in: |
Macroeconomics and finance in emerging market economies. - London [u.a.] : Routledge, Taylor & Francis Group, ISSN 1752-0851, ZDB-ID 2415178-6. - Vol. 17.2024, 1, p. 110-135
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| Subject: | Cryptocurrency | diversification | hedge | safe haven | wavelet coherence analysis | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Aktienmarkt | Stock market | Zustandsraummodell | State space model | Hedging | Diversifikation | Diversification | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/17520843.2023.2211380 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014511851