Cryptocurrencies, FOREX and stocks: portfolio diversification and the Russia-Ukraine war

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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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Bibliographic Details
Main Author:	Tan, Frederick Jia Wei
Format:	Dissertation (University of Nottingham only)
Language:	English
Published:	2023
Subjects:	Russia-Ukraine war cryptocurrency FOREX stock international portfolio diversification
Online Access:	https://eprints.nottingham.ac.uk/71136/

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