Matches in SemOpenAlex for { <https://semopenalex.org/work/W2900717462> ?p ?o ?g. }
- W2900717462 endingPage "137" @default.
- W2900717462 startingPage "130" @default.
- W2900717462 abstract "This letter explores the behavior of conditional correlations among main cryptocurrencies, stock and bond indices, and gold, using a generalized DCC class model. From a portfolio management point of view, asset correlation is a key metric in order to construct efficient portfolios. We find that: (i) correlations among cryptocurrencies are positive, albeit varying across time; (ii) correlations with Monero are more stable across time; (iii) correlations between cryptocurrencies and traditional financial assets are negligible." @default.
- W2900717462 created "2018-11-29" @default.
- W2900717462 creator A5022196267 @default.
- W2900717462 creator A5038810096 @default.
- W2900717462 creator A5044954162 @default.
- W2900717462 date "2019-12-01" @default.
- W2900717462 modified "2023-10-18" @default.
- W2900717462 title "An analysis of cryptocurrencies conditional cross correlations" @default.
- W2900717462 cites W1727659491 @default.
- W2900717462 cites W2018364810 @default.
- W2900717462 cites W2039734130 @default.
- W2900717462 cites W2049504731 @default.
- W2900717462 cites W2145501956 @default.
- W2900717462 cites W2162338668 @default.
- W2900717462 cites W2176378198 @default.
- W2900717462 cites W2523675164 @default.
- W2900717462 cites W2526568049 @default.
- W2900717462 cites W2539680302 @default.
- W2900717462 cites W2571894309 @default.
- W2900717462 cites W2601386739 @default.
- W2900717462 cites W2758991599 @default.
- W2900717462 cites W2771030840 @default.
- W2900717462 cites W2799918576 @default.
- W2900717462 cites W2884677827 @default.
- W2900717462 cites W2884995041 @default.
- W2900717462 cites W2895641385 @default.
- W2900717462 cites W2901364189 @default.
- W2900717462 cites W2916574583 @default.
- W2900717462 cites W3103626019 @default.
- W2900717462 cites W3122255400 @default.
- W2900717462 cites W3123472489 @default.
- W2900717462 cites W3124398372 @default.
- W2900717462 doi "https://doi.org/10.1016/j.frl.2019.04.019" @default.
- W2900717462 hasPublicationYear "2019" @default.
- W2900717462 type Work @default.
- W2900717462 sameAs 2900717462 @default.
- W2900717462 citedByCount "92" @default.
- W2900717462 countsByYear W29007174622019 @default.
- W2900717462 countsByYear W29007174622020 @default.
- W2900717462 countsByYear W29007174622021 @default.
- W2900717462 countsByYear W29007174622022 @default.
- W2900717462 countsByYear W29007174622023 @default.
- W2900717462 crossrefType "journal-article" @default.
- W2900717462 hasAuthorship W2900717462A5022196267 @default.
- W2900717462 hasAuthorship W2900717462A5038810096 @default.
- W2900717462 hasAuthorship W2900717462A5044954162 @default.
- W2900717462 hasBestOaLocation W29007174622 @default.
- W2900717462 hasConcept C10138342 @default.
- W2900717462 hasConcept C106159729 @default.
- W2900717462 hasConcept C127413603 @default.
- W2900717462 hasConcept C149782125 @default.
- W2900717462 hasConcept C15952604 @default.
- W2900717462 hasConcept C162324750 @default.
- W2900717462 hasConcept C176217482 @default.
- W2900717462 hasConcept C180706569 @default.
- W2900717462 hasConcept C187736073 @default.
- W2900717462 hasConcept C204036174 @default.
- W2900717462 hasConcept C21547014 @default.
- W2900717462 hasConcept C2780821815 @default.
- W2900717462 hasConcept C38652104 @default.
- W2900717462 hasConcept C41008148 @default.
- W2900717462 hasConcept C69738904 @default.
- W2900717462 hasConcept C74510933 @default.
- W2900717462 hasConcept C78519656 @default.
- W2900717462 hasConceptScore W2900717462C10138342 @default.
- W2900717462 hasConceptScore W2900717462C106159729 @default.
- W2900717462 hasConceptScore W2900717462C127413603 @default.
- W2900717462 hasConceptScore W2900717462C149782125 @default.
- W2900717462 hasConceptScore W2900717462C15952604 @default.
- W2900717462 hasConceptScore W2900717462C162324750 @default.
- W2900717462 hasConceptScore W2900717462C176217482 @default.
- W2900717462 hasConceptScore W2900717462C180706569 @default.
- W2900717462 hasConceptScore W2900717462C187736073 @default.
- W2900717462 hasConceptScore W2900717462C204036174 @default.
- W2900717462 hasConceptScore W2900717462C21547014 @default.
- W2900717462 hasConceptScore W2900717462C2780821815 @default.
- W2900717462 hasConceptScore W2900717462C38652104 @default.
- W2900717462 hasConceptScore W2900717462C41008148 @default.
- W2900717462 hasConceptScore W2900717462C69738904 @default.
- W2900717462 hasConceptScore W2900717462C74510933 @default.
- W2900717462 hasConceptScore W2900717462C78519656 @default.
- W2900717462 hasLocation W29007174621 @default.
- W2900717462 hasLocation W29007174622 @default.
- W2900717462 hasOpenAccess W2900717462 @default.
- W2900717462 hasPrimaryLocation W29007174621 @default.
- W2900717462 hasRelatedWork W2490018773 @default.
- W2900717462 hasRelatedWork W3123387860 @default.
- W2900717462 hasRelatedWork W3164717803 @default.
- W2900717462 hasRelatedWork W3198108659 @default.
- W2900717462 hasRelatedWork W3211641817 @default.
- W2900717462 hasRelatedWork W4291291739 @default.
- W2900717462 hasRelatedWork W4321377877 @default.
- W2900717462 hasRelatedWork W4366411693 @default.
- W2900717462 hasRelatedWork W4377695609 @default.
- W2900717462 hasRelatedWork W4385232313 @default.
- W2900717462 hasVolume "31" @default.
- W2900717462 isParatext "false" @default.
- W2900717462 isRetracted "false" @default.