The efficiency of cryptocurrency in portfolio diversification: evidence from the Covid-19 pandemic

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The efficiency of cryptocurrency in portfolio diversification: evidence from the Covid-19 pandemic

The aim of this study is to evaluate the efficiency of integrating cryptocurrencies in a diversified equity portfolio. Two main hypotheses were tested. The first one investigates the co-movements between equity indices values and cryptocurrencies values to evaluate the latter’s diversification benef...

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Bibliographic Details
Main Author:	Boodhun, Heshina
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2022
Subjects:	diversification cryptocurrency Covid-19 stock market indices correlation
Online Access:	https://eprints.nottingham.ac.uk/66592/

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