Portfolio diversification across cryptocurrencies and ASEAN-5 currencies

QR Code

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...

Full description

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/

Similar Items

International diversification and cryptocurrencies: an ASEAN-5 perspective
by: Madhavan, Keerthan
Published: (2023)

Portfolio diversification using cryptocurrencies in Malaysia
by: Zainal Abidin, Azhar
Published: (2023)

The role of currency derivatives in across countries portfolio risk management: A case of international stock portfolio diversification.
by: Liu, Miou
Published: (2007)

Cryptocurrencies, FOREX and stocks: portfolio diversification and the Russia-Ukraine war
by: Tan, Frederick Jia Wei
Published: (2023)

The efficiency of cryptocurrency in portfolio diversification: evidence from the Covid-19 pandemic
by: Boodhun, Heshina
Published: (2022)

Cryptocurrency Tokens: A Quantitative Study of Global Minimum Variance Portfolio and Naïve Allocation Strategies in Portfolio Diversification
by: Wang, Lin
Published: (2020)

Diversification across economic sectors and implication on portfolio investments in Malaysia
by: Mohamad, Shamser, et al.
Published: (2006)

Cryptocurrency vs fiat currency: Architecture, algorithm, cashflow & ledger technology on emerging economy subtitle: The influential facts of cryptocurrency and fiat currency
by: Rabiul Islam, Mohammad, et al.
Published: (2018)

The ASEAN-5 future currency : maastricht criteria.
by: M., Azali, et al.
Published: (2008)

Dynamism and mechanism of digital currency (cryptocurrency) towards Islamic finance
by: Chowdhury, Mohammad Abdul Matin, et al.
Published: (2019)

Issues and trends of portfolio diversification
by: Shari, Aminah, et al.
Published: (2019)

Portfolio diversification in Malaysia stock market
by: Kok, Adam Ka Hoh, et al.
Published: (2011)

Long Run Potential Gains of Portfolio Diversification across United State, Japan, China, Singapore, and Malaysia
by: Chee, Chong Meng
Published: (2010)

BENEFITS OF INTERNATIONAL PORTFOLIO DIVERSIFICATION FOR THE INDIAN INVESTOR
by: Singh, Nikhil
Published: (2008)

BENEFITS OF INTERNATIONAL PORTFOLIO DIVERSIFICATION FOR THE INDIAN INVESTOR
by: Singh, Nikhil Kumar
Published: (2008)

Currency linkages among ASEAN
by: Lee, Chin, et al.
Published: (2010)

Cointegration test on ASEAN currencies before and during the currency turmoil
by: Fauzias Mat Nor,, et al.
Published: (2000)

Investigating the Academic Response to Cryptocurrencies: Insights from Research Diversification as Separated by Journal Ranking
by: Corbet, S., et al.
Published: (2023)

ASEAN Monetary Union: Is ASEAN an Optimum Currency Area?
by: Lew, Yuen Sin
Published: (2010)

ASEAN currency crises and contagion effects
by: Yusoff, Mohammed, et al.
Published: (2000)

The relationship between ASEAN currencies with renminbi
by: Chong, Mui Foon.
Published: (2013)

International portfolio optimisation with integrated currency overlay costs and constraints
by: Chatsanga, Nonthachote, et al.
Published: (2017)

Implications of the Middle East Emerging Markets on International Portfolio Diversification
by: Mansourfar, Gholamreza
Published: (2010)

International Portfolio Diversification in Emerging Markets: 'A UK Perspective'
by: Khan, Shakeel
Published: (2008)

The impact of Malaysian real estate investment trust in portfolio diversification
by: Abdul Jalil, Rohaya
Published: (2007)

Optimum currency area criteria and volatility in ASEAN
by: Masron, Tajul Ariffin, et al.
Published: (2006)

Country Versus Industry Diversifications In Asean And Their Determinants
by: Lee, Meng Horng
Published: (2013)

The Linearity Property Of Asean-5 Real Exchange Rates In Pre-Asian Currency Crisis Period
by: Venus, Khim-Sen Liew, et al.
Published: (2004)

Effectiveness of fuzzy approach in maximizing portfolio diversification benefit / Zulkifli Mohamed
by: Mohamed, Zulkifli
Published: (2011)

Portfolio selection: efficient diversification of investment in gold during financial crisis
by: Cheng, Fan Fah, et al.
Published: (2013)

Is There Any International Diversification Benefits in ASEAN Stock Markets?
by: Lim, Kian-Ping, et al.
Published: (2009)

The benefits of diversification in ASEAN stock market to Malaysia investors
by: Goh, Q. R., et al.
Published: (2014)

Uncovered Interest Parity in its Precise Form of ASEAN-5 Currencies: A Markov Switching Approach
by: Paul, Hiew Kar Hin
Published: (2017)

Acceptance of shari?ah-compliant precious metal-backed cryptocurrency as an alternative currency: an empirical validation of adoption of innovation theory
by: Ajouz, Mousa, et al.
Published: (2019)

BENEFITS OF INTERNATIONAL PORTFOLIO DIVERSIFICATION GIVEN INCREASINGLY INTEGRATED GLOBAL STOCK MARKETS
by: Osinowo, Adenike.A
Published: (2009)

Correlation and portfolio diversification among South East Asia, emerging and developed countries
by: Haron, Razali, et al.
Published: (2008)

Asset correlation and international portfolio diversification benefit / Noor Azida Abu Bakar
by: Abu Bakar, Noor Azida
Published: (2011)

A review on international portfolio diversification: the Middle East and North African region
by: Mansourfar, Gholamreza, et al.
Published: (2010)

Potential diversification benefits across global Islamic equity markets
by: Abd. Majid, M. Shabri, et al.
Published: (2010)

Financial Integration And International Asset Pricing Of Asean-5 Stock Markets: The Pricing Of Global, Regional And Currency Risk
by: Janor, Hawati
Published: (2009)