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This paper features an analysis of cryptocurrencies and the impact of the COVID-19 pandemic on their effectiveness as a portfolio diversification tool and explores the correlations between the continuously compounded returns on Bitcoin, Ethereum and the S&P500 Index using a variety of parametric...
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Given the ubiquitous presence of endogenous regressors and the challenges in finding good instruments to overcome the endogeneity problem, a forefront of recent research is the development and application of endogeneity correction methods without requiring instruments. In this article, we...
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