Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: A systematic literature review
Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …
How far have we come and where should we go after 30+ years of research on Africa's emerging financial markets? A systematic review and a bibliometric network …
In this study, we perform a systematic literature review and a bibliometric network analysis of
studies on Africa's financial markets from 1992 to 2021. The findings are as follows. First, we …
studies on Africa's financial markets from 1992 to 2021. The findings are as follows. First, we …
Time–frequency dependence and connectedness between financial technology and green assets
C Urom - International Economics, 2023 - Elsevier
This paper provides new evidence on the dynamic dependence and connectedness
between investments in Financial Technology (FinTech) and green assets across different …
between investments in Financial Technology (FinTech) and green assets across different …
Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities
We examine the static and time-varying spillovers between global commodity sectors,
economic news sentiment, and sub-Saharan African (SSA) equities. In a time-varying …
economic news sentiment, and sub-Saharan African (SSA) equities. In a time-varying …
Cryptocurrencies and portfolio diversification in an emerging market
Purpose This paper examines the effect of cryptocurrencies on the portfolio risk-adjusted
returns of traditional and alternative investments within an emerging market economy …
returns of traditional and alternative investments within an emerging market economy …
Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach
This study analyses six major cryptocurrencies and four global stock markets to explore the
role of cryptocurrencies as a hedge, safe haven, and diversifier in stock markets. The study …
role of cryptocurrencies as a hedge, safe haven, and diversifier in stock markets. The study …
Revisiting the cryptocurrencies role in stock markets: ADCC-GARCH and Wavelet Coherence
The current study analyses five major cryptocurrencies and four global stock markets to
explore the hedging, safe haven and diversification roles of cryptocurrencies by employing …
explore the hedging, safe haven and diversification roles of cryptocurrencies by employing …
Do cryptocurrencies integrate with the indices of equity, sustainability, clean energy, and crude oil? A wavelet coherency approach
B Annamalaisamy… - International Journal of …, 2024 - Wiley Online Library
The paper examines market co‐movement between pairs of financial assets in the time‐
frequency domain. Recent finance literature confirms the integration of cryptocurrencies and …
frequency domain. Recent finance literature confirms the integration of cryptocurrencies and …
Diversification in financial and crypto markets
This article investigates the conditional value at risk (CVaR) of two portfolio optimiza-tion
approaches containing assets from the financial and crypto markets. We first catch the …
approaches containing assets from the financial and crypto markets. We first catch the …
Cryptocurrency and stock market: bibliometric and content analysis
This study conducted a systematic review regarding the association between cryptocurrency
and the stock market. This study used bibliometric and content analysis covering 151 articles …
and the stock market. This study used bibliometric and content analysis covering 151 articles …