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    Spillovers between cryptocurrencies, gold and stock markets: implication for hedging strategies and portfolio diversification under the COVID-19 pandemic by Ahlem Lamine, Ahmed Jeribi, Tarek Fakhfakh

    Published 2024-03-01
    “…This study provides practical policy implications for investors and portfolio managers. Design/methodology/approach – The authors use the Diebold and Yilmaz (2012) spillover indices based on the forecast error variance decomposition from vector autoregression framework. …”
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