Dynamic linkages and economic role of leading cryptocurrencies in an emerging market

DOI10.1007/S10690-020-09306-4zbMath1467.91220OpenAlexW3021255886MaRDI QIDQ2036867

Maurice Omane-Adjepong, Imhotep Paul Alagidede

Publication date: 30 June 2021

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10690-020-09306-4

zbMATH Keywords

hedgecryptocurrencysafe havendiversifieremerging assetsRWWC

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Uses Software

• W2CWM2C

Cites Work

• Unnamed Item
• Dynamic relationship analysis between NAFTA stock markets using nonlinear, nonparametric, non-stationary methods
• Portfolio management with cryptocurrencies: the role of estimation risk
• Optimal vs naïve diversification in cryptocurrencies

This page was built for publication: Dynamic linkages and economic role of leading cryptocurrencies in an emerging market