Portfolio diversification across cryptocurrencies and ASEAN-5 currencies

This paper investigates the dynamic between the movement of top five cryptocurrencies including Bitcoin (BTC), Ethereum (ETH), Litecoin (LTC), Ripple (XRP), Cardano (ADA) and the ASEAN-5 currencies (MYR, THB, PHP, SGD, THB) against USD from 1st January 2020 to 31st May 2023, since the popularity of...

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Bibliographic Details
Main Author: Chen, Li Ern
Format: Dissertation (University of Nottingham only)
Language:English
Published: 2024
Online Access:https://eprints.nottingham.ac.uk/76052/