Showing 1 - 10 of 23
Persistent link: https://www.econbiz.de/10001685243
Persistent link: https://www.econbiz.de/10001690461
Persistent link: https://www.econbiz.de/10001771458
Using the capital asset pricing model, this article critically assesses the relative importance of computing 'realized' betas from high-frequency returns for Bitcoin and Ethereum-the two major cryptocurrencies-against their classic counterparts using the 1-day and 5-day return-based betas. The...
Persistent link: https://www.econbiz.de/10014425693
Persistent link: https://www.econbiz.de/10010411360
Persistent link: https://www.econbiz.de/10010426031
Persistent link: https://www.econbiz.de/10008902145
Persistent link: https://www.econbiz.de/10008811058
Persistent link: https://www.econbiz.de/10009542000
Persistent link: https://www.econbiz.de/10009529584