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

United Arab Emirates University
South Ural State University
Trinity College Dublin
University of Economics Ho Chi Minh City
Jiangxi University of Finance and Economics
Abu Dhabi University
University of Nottingham
Monash University Malaysia

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

30 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",