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Does Bitcoin add value to global industry portfolios? · Study

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ArticleDoes Bitcoin add value to global industry portfolios?

Damian S. Damianov2020

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Does Bitcoin add value to global industry portfolios?

Damian S. Damianov · Ahmed H. Elsayed

54 citations·0/0 files stored·Economics Letters

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Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Blockchain Technology Applications and Security

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References

1991Conditional Heteroskedasticity in Asset Returns: A New Approach 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 2002Dynamic Conditional Correlation 2011Better to give than to receive: Predictive directional measurement of volatility spillovers 2002No Contagion, Only Interdependence: Measuring Stock Market Comovements 2009Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 2006Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets

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2021LINKAGES BETWEEN STOCK AND CRYPTOCURRENCY MARKETS DURING THE COVID-19 OUTBREAK: AN INTRADAY ANALYSIS 2021Intraday volume-return nexus in cryptocurrency markets: Novel evidence from cryptocurrency classification 2021Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak 2023Diversification evidence of bitcoin and gold from wavelet analysis 2023A bibliometric review of portfolio diversification literature

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Details

Year2020

Typearticle

Published2020-01-05

VenueEconomics Letters

ISSN-L0165-1765

Languageen

Citations54

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

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doi10.1016/j.econlet.2019.108935

openalex_workW2998401173

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