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Crypto-Currencies
The purpose of this study is to examine investors’ perceptions about investing in crypto-currencies. We think that investors trust in crypto-currencies is largely driven by crypto-currency comprehension, trust in government, and...
Published by: Singh Publication
Cryptocurrency reaction to FOMC Announcements
We examine the response of a broad set of digital assets to US Federal Fund interest rate and quantitative easing announcements, specifically examining associated volatility spillover and feedback effects. We classify each...
Cryptocurrency reaction to FOMC Announcements
We examine the response of a broad set of digital assets to US Federal Fund interest rate and quantitative easing announcements, specifically examining associated volatility spillover and feedback effects. We classify each...
Crypto-Currencies
The purpose of this study is to examine investors’ perceptions about investing in crypto-currencies. We think that investors trust in crypto-currencies is largely driven by crypto-currency comprehension, trust in government, and...
Published by: Singh Publication
Optimal vs Naïve Diversification in Cryptocurrencies
This paper contributes to the literature on cryptocurrencies by examining the performance of naïve (1/N) and optimal (Markowitz) diversification in a portfolio of four popular cryptocurrencies. We employ weekly data with weekly...
Volatility spillovers, hedging and safe‐havens under pandemics
In the context of the COVID‐19's outbreak and its implications for the financial sector, this study analyses the aspect of hedging and safe‐haven under the pandemic. Drawing on the daily data from 02 August 2019 to 17 April...
Portfolio management with cryptocurrencies:
This paper contributes to the literature on cryptocurrencies, portfolio management and estimation risk by comparing the performance of naïve diversification, Markowitz diversification and the advanced Black-Litterman model with...
Portfolio management with cryptocurrencies:
This paper contributes to the literature on cryptocurrencies, portfolio management and estimation risk by comparing the performance of naïve diversification, Markowitz diversification and the advanced Black-Litterman model with...
Optimal vs Naïve Diversification in Cryptocurrencies
This paper contributes to the literature on cryptocurrencies by examining the performance of naïve (1/N) and optimal (Markowitz) diversification in a portfolio of four popular cryptocurrencies. We employ weekly data with weekly...