Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis

In this paper, we investigated the relationship between cryptocurrency market and hedge funds in two different ways. First, we focus on the dependence between Cryptocurrency hedge funds and conventional hedge funds strategies using VAR and VECM models, while analyzing the impact of COVID-19 on the h...

Descripción completa

Detalles Bibliográficos
Autores principales: Ben Khelifa, Soumaya, Guesmi, Khaled, Urom, Christian
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759751/
https://www.ncbi.nlm.nih.gov/pubmed/36569817
http://dx.doi.org/10.1016/j.irfa.2021.101777

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759751/
https://www.ncbi.nlm.nih.gov/pubmed/36569817
http://dx.doi.org/10.1016/j.irfa.2021.101777

Ejemplares similares