SZodixStudyAcademic Library

Shelves Open access

Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated

Hedging the extreme risk of cryptocurrency · Study

ArticleShelves

ArticleHedging the extreme risk of cryptocurrency

Kwamie Dunbar2022

Article2022

Hedging the extreme risk of cryptocurrency

Kwamie Dunbar · Johnson Owusu-Amoako

21 citations·0/0 files stored·The North American Journal of Economics and Finance

No readable copy stored yet — this record is metadata only.

No open-access location is known for this record yet.

Literature note Cite in a project Citation map

Financial Risk and Volatility Modeling Financial Markets and Investment Strategies Risk and Portfolio Optimization

Abstract

No abstract was published for this record.

Paper brief

Loading…

Cite this work

Citation unavailable for this work.

BibTeX RIS CSL-JSON

No public copy is stored for this record, so only the metadata is cited.

Citations in this library

Citation map →

Stored only when both papers are in the corpus — 21 citations exist upstream.

References

1991Loss Aversion in Riskless Choice: A Reference-Dependent Model 2009The Impact of Uncertainty Shocks 2007A Comprehensive Look at The Empirical Performance of Equity Premium Prediction 2000Conditional Skewness in Asset Pricing Tests 2006Approximately normal tests for equal predictive accuracy in nested models 2016On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin 2017Volatility estimation for Bitcoin: A comparison of GARCH models

Cited by

2024Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach

Related works

Explore the map →

Papers that cite the same references — the relational fallback while embeddings are still backfilling.

2024The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysisarticle · 17 shared references 2022Cryptocurrency returns under empirical asset pricingarticle · 12 shared references 2019CRYPTOCURRENCIES IN FINANCE: REVIEW AND APPLICATIONSarticle · 11 shared references 2024Time-varying spillovers in high-order moments among cryptocurrenciesarticle · 11 shared references 2019On the investment credentials of Bitcoin: A cross-currency perspectivearticle · 10 shared references 2023A Decade of Cryptocurrency Investment Literature: A Cluster-Based Systematic Analysisarticle · 10 shared references

Details

Year2022

Typearticle

Published2022-08-28

VenueThe North American Journal of Economics and Finance

ISSN-L1062-9408

Languageen

Citations21

Files0 public / 0

ShelfFinancial Risk and Volatility Modeling

Identifiers

doi10.1016/j.najef.2022.101813

openalex_workW4293577898

Links

Imported from OpenAlex (CC0) — nothing here is generated.