We investigate the relationship between assets related to the fourth industrial revolution and alternatively dirty and clean energy markets. We examine portfolio diversification benefits and risk reduction gains based on three portfolio construction techniques. Results of static connectedness...

This study investigates the dynamics and spillovers between international monetary policy, between cryptocurrencies and across the two using daily data for four major economies (Eurozone, Japan, UK and US) and three key cryptocurrencies (Bitcoin, Litecoin and Ripple) over the period August 5,...