Do financial volatilities mitigate the risk of cryptocurrency indexes?

Muhammad Abubakr Naeem; Brian M. Lucey; Sitara Karim; Abdul Ghafoor

doi:10.1016/j.frl.2022.103206

Do financial volatilities mitigate the risk of cryptocurrency indexes?

Muhammad Abubakr Naeem^*, Brian M. Lucey, Sitara Karim, Abdul Ghafoor

^*Corresponding author for this work

Research output: Contribution to journal › Article › peer-review

19 Citations (SciVal)

Original language	English
Article number	103206
Journal	Finance Research Letters
Volume	50
DOIs	https://doi.org/10.1016/j.frl.2022.103206
Publication status	Published (VoR) - Dec 2022

Keywords

Cryptocurrency Indexes
Financial Volatilities
Risk Mitigation
TVP-VAR

Access to Document

10.1016/j.frl.2022.103206

Cite this

@article{833173e3cef444e2a949316960e17751,

title = "Do financial volatilities mitigate the risk of cryptocurrency indexes?",

keywords = "Cryptocurrency Indexes, Financial Volatilities, Risk Mitigation, TVP-VAR",

author = "Naeem, {Muhammad Abubakr} and Lucey, {Brian M.} and Sitara Karim and Abdul Ghafoor",

note = "Publisher Copyright: {\textcopyright} 2022 Elsevier Inc.",

year = "2022",

month = dec,

doi = "10.1016/j.frl.2022.103206",

language = "English",

volume = "50",

journal = "Finance Research Letters",