Cryptocurrencies and risk mitigation
Since their surge in the last decade cryptocurrencies have gained considerable attention in financial markets, and in academic research. Scholars and practitioners are showing interest in the role of cryptocurrencies as part of investors' risk management strategies. Understanding how the return...
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| Veröffentlicht in: | Cryptofinance and mechanisms of exchange |
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| Weitere Verfasser: | , |
| Format: | UnknownFormat |
| Sprache: | eng |
| Veröffentlicht: |
2019
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Tag hinzufügen | Zusammenfassung: | Since their surge in the last decade cryptocurrencies have gained considerable attention in financial markets, and in academic research. Scholars and practitioners are showing interest in the role of cryptocurrencies as part of investors' risk management strategies. Understanding how the returns of different cryptocurrencies, and the associated volatilities, relate to the returns and volatilities of other assets (including other cryptocurrencies, stocks, commodities, and bonds, among others) is crucial to derive conclusions regarding the potential hedging and diversification advantages they could offer to investors' portfolios. The notion of volatility transmission, its intensity and direction, is of importance in explaining the risk management benefits that could stem from adding a specific asset, such as cryptocurrencies, to an existing portfolio. |
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| ISBN: | 9783030307370 3030307379 |