How do cryptocurrency features determine their dynamic volatility and co-movements with stocks?
Whilst previous studies have primarily focused on the hedge effects and co-movements between cryptos and traditional assets, cryptos’ features that are associated with hedge effects and co-movements have often been neglected in extant studies. This research aims to investigate how specific cryptocur...
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| Main Authors: | Ismail Adelopo, Xiaojun Luo |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2025-12-01
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| Series: | Cogent Business & Management |
| Subjects: | |
| Online Access: | https://www.tandfonline.com/doi/10.1080/23311975.2025.2461732 |
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