Matches in SemOpenAlex for { <https://semopenalex.org/work/W2954897570> ?p ?o ?g. }
Showing items 1 to 93 of
93
with 100 items per page.
- W2954897570 endingPage "101211" @default.
- W2954897570 startingPage "101211" @default.
- W2954897570 abstract "Unlike most of prior studies that consider the diversification ability of Bitcoin only, we consider other leading cryptocurrencies and study the time-varying diversification ability against equities and the portfolio implications. The analyses are based on daily data. Results suggest that Bitcoin, Ethereum, and Litecoin are hedges, especially against Asian Pacific and Japanese equities, with evidence of a time-variability in some cases. Further portfolio analyses indicate the benefit of hedging equities with cryptocurrencies in both in-sample and out-of-sample analyses. Specifically, the hedging effectiveness results point to diversification advantages for the hedged portfolios compared to unhedged (equity only) portfolios." @default.
- W2954897570 created "2019-07-12" @default.
- W2954897570 creator A5024367072 @default.
- W2954897570 creator A5050337531 @default.
- W2954897570 creator A5071230295 @default.
- W2954897570 date "2020-03-01" @default.
- W2954897570 modified "2023-10-17" @default.
- W2954897570 title "Cryptocurrencies and the downside risk in equity investments" @default.
- W2954897570 cites W1727659491 @default.
- W2954897570 cites W1798106456 @default.
- W2954897570 cites W2019154403 @default.
- W2954897570 cites W2072266282 @default.
- W2954897570 cites W2162338668 @default.
- W2954897570 cites W2526568049 @default.
- W2954897570 cites W2622082560 @default.
- W2954897570 cites W2771030840 @default.
- W2954897570 cites W2785114503 @default.
- W2954897570 cites W2898449608 @default.
- W2954897570 cites W2910161434 @default.
- W2954897570 cites W3007374507 @default.
- W2954897570 cites W3122493854 @default.
- W2954897570 cites W3123598957 @default.
- W2954897570 cites W3124242984 @default.
- W2954897570 cites W3124458937 @default.
- W2954897570 cites W3125157582 @default.
- W2954897570 doi "https://doi.org/10.1016/j.frl.2019.06.009" @default.
- W2954897570 hasPublicationYear "2020" @default.
- W2954897570 type Work @default.
- W2954897570 sameAs 2954897570 @default.
- W2954897570 citedByCount "82" @default.
- W2954897570 countsByYear W29548975702019 @default.
- W2954897570 countsByYear W29548975702020 @default.
- W2954897570 countsByYear W29548975702021 @default.
- W2954897570 countsByYear W29548975702022 @default.
- W2954897570 countsByYear W29548975702023 @default.
- W2954897570 crossrefType "journal-article" @default.
- W2954897570 hasAuthorship W2954897570A5024367072 @default.
- W2954897570 hasAuthorship W2954897570A5050337531 @default.
- W2954897570 hasAuthorship W2954897570A5071230295 @default.
- W2954897570 hasConcept C105795698 @default.
- W2954897570 hasConcept C106159729 @default.
- W2954897570 hasConcept C144133560 @default.
- W2954897570 hasConcept C149782125 @default.
- W2954897570 hasConcept C162324750 @default.
- W2954897570 hasConcept C162853370 @default.
- W2954897570 hasConcept C17744445 @default.
- W2954897570 hasConcept C180706569 @default.
- W2954897570 hasConcept C180916674 @default.
- W2954897570 hasConcept C199539241 @default.
- W2954897570 hasConcept C199728807 @default.
- W2954897570 hasConcept C2776719154 @default.
- W2954897570 hasConcept C2780821815 @default.
- W2954897570 hasConcept C3020318244 @default.
- W2954897570 hasConcept C33923547 @default.
- W2954897570 hasConcept C38652104 @default.
- W2954897570 hasConcept C41008148 @default.
- W2954897570 hasConceptScore W2954897570C105795698 @default.
- W2954897570 hasConceptScore W2954897570C106159729 @default.
- W2954897570 hasConceptScore W2954897570C144133560 @default.
- W2954897570 hasConceptScore W2954897570C149782125 @default.
- W2954897570 hasConceptScore W2954897570C162324750 @default.
- W2954897570 hasConceptScore W2954897570C162853370 @default.
- W2954897570 hasConceptScore W2954897570C17744445 @default.
- W2954897570 hasConceptScore W2954897570C180706569 @default.
- W2954897570 hasConceptScore W2954897570C180916674 @default.
- W2954897570 hasConceptScore W2954897570C199539241 @default.
- W2954897570 hasConceptScore W2954897570C199728807 @default.
- W2954897570 hasConceptScore W2954897570C2776719154 @default.
- W2954897570 hasConceptScore W2954897570C2780821815 @default.
- W2954897570 hasConceptScore W2954897570C3020318244 @default.
- W2954897570 hasConceptScore W2954897570C33923547 @default.
- W2954897570 hasConceptScore W2954897570C38652104 @default.
- W2954897570 hasConceptScore W2954897570C41008148 @default.
- W2954897570 hasLocation W29548975701 @default.
- W2954897570 hasOpenAccess W2954897570 @default.
- W2954897570 hasPrimaryLocation W29548975701 @default.
- W2954897570 hasRelatedWork W2479414348 @default.
- W2954897570 hasRelatedWork W2907143025 @default.
- W2954897570 hasRelatedWork W2915579847 @default.
- W2954897570 hasRelatedWork W2948261066 @default.
- W2954897570 hasRelatedWork W3123387860 @default.
- W2954897570 hasRelatedWork W3164717803 @default.
- W2954897570 hasRelatedWork W3211641817 @default.
- W2954897570 hasRelatedWork W4291291739 @default.
- W2954897570 hasRelatedWork W4321377877 @default.
- W2954897570 hasRelatedWork W4366411693 @default.
- W2954897570 hasVolume "33" @default.
- W2954897570 isParatext "false" @default.
- W2954897570 isRetracted "false" @default.
- W2954897570 magId "2954897570" @default.
- W2954897570 workType "article" @default.