Performance Analysis of Gold- and Fiat-Backed Cryptocurrencies: Risk-Based Choice for a Portfolio
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- Dunbar, Kwamie & Owusu-Amoako, Johnson, 2022. "Cryptocurrency returns under empirical asset pricing," International Review of Financial Analysis, Elsevier, vol. 82(C).
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Keywords
fiat-backed cryptocurrencies; gold-backed cryptocurrencies; volatility; ARIMA-EGARCH model;All these keywords.
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