Hedging capability of cryptocurrencies toward U.S. stock market returns: Does structural change matter?
This research examines the relationship between cryptocurrency market and the U.S. market following a structural shift in China. The study reveals a positive correlation between the returns of the U.S. stock market and cryptocurrencies. Time series data collected on a weekly basis, spanning from Jan...
| Main Authors: | , , , |
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| Format: | Final Year Project / Dissertation / Thesis |
| Published: |
2023
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| Subjects: | |
| Online Access: | http://eprints.utar.edu.my/6060/ http://eprints.utar.edu.my/6060/1/fyp_FN_2023_GHX.pdf |