Hedging capability of cryptocurrencies toward U.S. stock market returns: Does structural change matter?

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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...

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Bibliographic Details
Main Authors:	Gan, Han Xin, Lim, Sye Wei, Loh, Poh Wai, Then, Min Kong
Format:	Final Year Project / Dissertation / Thesis
Published:	2023
Subjects:	HB Economic Theory HJ Public Finance HM Sociology
Online Access:	http://eprints.utar.edu.my/6060/ http://eprints.utar.edu.my/6060/1/fyp_FN_2023_GHX.pdf

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