Yarovaya_2017_3.pdf (771.73 kB)
Exploring the dynamic relationships between cryptocurrencies and other financial assets
journal contribution
posted on 2023-08-30, 15:06 authored by Shaen Corbet, Andrew Meegan, Charles Larkin, Brian Lucey, Larisa YarovayaWe analyse, in the time and frequency domains, the relationships between three popular cryptocurrencies and a variety of other financial assets. We find evidence of the relative isolation of these assets from the financial and economic assets. Our results show that cryptocurrencies may offer diversification benefits for investors with short investment horizons. Time variation in the linkages reflects external economic and financial shocks.
History
Refereed
- Yes
Volume
165Page range
28-34Publication title
Economics LettersISSN
0165-1765Publisher
ElsevierFile version
- Accepted version
Language
- eng
Official URL
Legacy posted date
2018-01-31Legacy creation date
2018-01-31Legacy Faculty/School/Department
ARCHIVED Lord Ashcroft International Business School (until September 2018)Usage metrics
Categories
No categories selectedLicence
Exports
RefWorks
BibTeX
Ref. manager
Endnote
DataCite
NLM
DC