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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
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| Materias: | |
| 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 |