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Exploring the dynamic relationships between cryptocurrencies and other financial assets

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journal contribution
posted on 2023-08-30, 15:06 authored by Shaen Corbet, Andrew Meegan, Charles Larkin, Brian Lucey, Larisa Yarovaya
We analyse, in the time and frequency domains, the relationships between three popular cryptocurrencies and a variety of other financial assets. We find evidence of the relative isolation of these assets from the financial and economic assets. Our results show that cryptocurrencies may offer diversification benefits for investors with short investment horizons. Time variation in the linkages reflects external economic and financial shocks.

History

Refereed

  • Yes

Volume

165

Page range

28-34

Publication title

Economics Letters

ISSN

0165-1765

Publisher

Elsevier

File version

  • Accepted version

Language

  • eng

Legacy posted date

2018-01-31

Legacy creation date

2018-01-31

Legacy Faculty/School/Department

ARCHIVED Lord Ashcroft International Business School (until September 2018)

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