Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic

Using the five-minute interval price data of two cryptocurrencies and eight stock market indices, we examine the risk spillover and hedging effectiveness between these two assets. Our approach provides a comparative assessment encompassing the pre-COVID-19 and COVID-19 sample periods. We employ copu...

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Detalles Bibliográficos
Autores principales: Maitra, Debasish, Ur Rehman, Mobeen, Ranjan Dash, Saumya, Hoon Kang, Sang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9300554/
http://dx.doi.org/10.1016/j.najef.2022.101776

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9300554/
http://dx.doi.org/10.1016/j.najef.2022.101776

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