Cryptocurrencies, FOREX and stocks: portfolio diversification and the Russia-Ukraine war
The aim of this study is to investigate how the Russia-Ukraine war could affect the diversification benefits between stock index, FOREX and cryptocurrencies. The wavelet coherence is used to examine the difference in co-movement between assets during normal and war periods and dynamic conditional co...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
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2023
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| Online Access: | https://eprints.nottingham.ac.uk/71136/ |