Hedge asset for stock markets: Cryptocurrency, Cryptocurrency Volatility Index (CVI) or Commodity
In order to provide hedging strategies on the financial risks involved in such crises and also taking into consideration that two cryptocurrency prices have been impacted by Russia-Ukraine war uncertainties apart from the COVID-19 pandemic, we applied wavelet analysis along with the multivariate DCC...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
AIMS Press
2025-03-01
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| Series: | Quantitative Finance and Economics |
| Subjects: | |
| Online Access: | https://www.aimspress.com/article/doi/10.3934/QFE.2025005 |
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