Can cryptocurrencies act as a hedge to stock market volatility? Evidence from geopolitical risk and economic pocily uncertainty
Recently, cryptocurrencies are gaining attention from investors, policymakers and researchers around the world. This research examines the hedging capabilities of cryptocurrencies (Bitcoin, Ethereum, XRP, and Dogecoin) against Cboe Volatility Index (VIX), Global Economic Policy Uncertainty (GEPU) an...
| Main Authors: | Chua, Kar Hoon, Ng, Jasmine Kar Ying, Lee, Kai Zhean, Saw, Miao Qi |
|---|---|
| Format: | Final Year Project / Dissertation / Thesis |
| Published: |
2022
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| Subjects: | |
| Online Access: | http://eprints.utar.edu.my/4527/ http://eprints.utar.edu.my/4527/1/fyp_FN_2022_JNKY.pdf |
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