The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19

Huang, Xinyu; Han, Weihao; Newton, David; Platanakis, Emmanouil; Stafylas, Dimitrios; Sutcliffe, Charles

The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19

Files

Huang_etal_EJF_diversification_benefits_cryptocurrency_VOR.pdf (2.29 MB)

Date

2023-05

Authors

Huang, Xinyu

Han, Weihao

Newton, David

Platanakis, Emmanouil

Stafylas, Dimitrios

Sutcliffe, Charles

Citation

Huang, X, Han, W, Newton, D, Platanakis, E, Stafylas, D & Sutcliffe, C 2023, 'The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19', European Journal of Finance, vol. 29, no. 7, pp. 800-825. https://doi.org/10.1080/1351847X.2022.2033806