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Long-range behaviour and correlation in DFA and DCCA analysis of cryptocurrencies
Costa, Natália; Silva, César; Ferreira, Paulo - In: International Journal of Financial Studies : open … 7 (2019) 3/51, pp. 1-12
In recent years, increasing attention has been devoted to cryptocurrencies, owing to their great development and … valorization. In this study, we propose to analyse four of the major cryptocurrencies, based on their market capitalization and … evidence of persistence. When correlating Bitcoin with the other cryptocurrencies under analysis, we find that for short time …
Persistent link: https://www.econbiz.de/10012150298
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The sustainability of investing in cryptocurrencies : a bibliometric analysis of research trends
Al Qudah, Mohammad Zakaria; Ferruz Agudo, Luis; … - In: International Journal of Financial Studies : open … 11 (2023) 3, pp. 1-25
cryptocurrencies were published in the Web of Science core collection, the most authoritative database, although only a tiny percentage … evaluated ESG factors. One of the most common criticisms of cryptocurrencies is the pollution derived from energy consumption in … behavior, identifying the long-term sustainability of cryptocurrencies, and evaluating their financial success. This study …
Persistent link: https://www.econbiz.de/10014419489
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Cryptocurrencies and long-range trends
Alexiadou, Monica; Sofianos, Emmanouil; Gkonkas, Periklēs - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-17
-overlapping windows enhance our research's novelty. Finally, we estimated the Hurst exponent for a wide sample of cryptocurrencies that …
Persistent link: https://www.econbiz.de/10014279894
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Optimal portfolios of national currencies, commodities and fuel, agricultural commodities and cryptocurrencies during the Russian-Ukrainian conflict
Kyriazis, Nikolaos A. - In: International Journal of Financial Studies : open … 10 (2022) 3, pp. 1-24
considering a large array of national currencies, precious metals and fuel, agricultural commodities and cryptocurrencies …
Persistent link: https://www.econbiz.de/10013368454
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Using deep reinforcement learning with hierarchical risk parity for portfolio optimization
Millea, Adrian; Edalat, Abbas - In: International Journal of Financial Studies : open … 11 (2023) 1, pp. 1-16
We devise a hierarchical decision-making architecture for We devise a hierarchical decision-making architecture for portfolio optimization on multiple markets. At the highest level a Deep Reinforcement Learning (DRL) agent selects among a number of discrete actions, representing low-level...
Persistent link: https://www.econbiz.de/10013545887
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Flobsion : flexible option with benefit sharing
Khabarov, Nikolay; Lubowski, Ruben N.; Krasovskii, Andrey; … - In: International Journal of Financial Studies : open … 7 (2019) 2/22, pp. 1-16
Global environmental goals and the Paris agreement declared the need to avoid dangerous climate change by reducing emissions of greenhouse gases with an ultimate goal to transform today’s policies and reach climate neutrality before the end of the century. In the medium to long-term, climate...
Persistent link: https://www.econbiz.de/10012039590
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Financial risk and financial performance : evidence and insights from commercial and services listed companies in Nairobi Securities Exchange, Kenya
Kerubo Onsongo, Susan; Muathe, Stephen M. A.; Wamugo … - In: International Journal of Financial Studies : open … 8 (2020) 3/51, pp. 1-15
In Kenya, the last few years has seen the performance of companies listed under the commercial and services segment on the Nairobi Securities Exchange (NSE), experience mixed fortunes. The study sought to assess the implications of financial risk on the performance of these companies. The study...
Persistent link: https://www.econbiz.de/10012291880
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Temporary partnerships as an information transmission mechanism
Møllgaard, H. Peter; Overgaard, Per Baltzer - Økonomisk Institut, Copenhagen Business School - 1998
Asymmetric information and fear of acquiring a 'lemon' may explain the paucity of foreign investment in emerging market economies. If investors are uncertain about the profitability of investments, intrinsically inefficient, temporary partnerships or joint ventures may serve as mechanisms...
Persistent link: https://www.econbiz.de/10005419385
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Prisdiskrimination og effektiv samfundsmæssig ressourceanvendelse
Blomgren-Hansen, Niels - Økonomisk Institut, Copenhagen Business School - 1998
na
Persistent link: https://www.econbiz.de/10005419390
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The economics of union cartelization
Blomgren-Hansen, Niels - Økonomisk Institut, Copenhagen Business School - 1998
na
Persistent link: https://www.econbiz.de/10005419396