Is Downside Risk Priced In Cryptocurrency Market?
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- Dobrynskaya, Victoria, 2024. "Is downside risk priced in cryptocurrency market?," International Review of Financial Analysis, Elsevier, vol. 91(C).
References listed on IDEAS
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Cited by:
- Victoria Dobrynskaya & Mikhail Dubrovskiy, 2022. "Cryptocurrencies Meet Equities: Risk Factors And Asset Pricing Relationships," HSE Working papers WP BRP 86/FE/2022, National Research University Higher School of Economics.
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More about this item
Keywords
cryptocurrency; coins; cryptofinance; alternative investments; downside risk; DR-CAPM;All these keywords.
JEL classification:
- D14 - Microeconomics - - Household Behavior - - - Household Saving; Personal Finance
- G12 - Financial Economics - - General Financial Markets - - - Asset Pricing; Trading Volume; Bond Interest Rates
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
NEP fields
This paper has been announced in the following NEP Reports:- NEP-FMK-2020-10-05 (Financial Markets)
- NEP-ORE-2020-10-05 (Operations Research)
- NEP-PAY-2020-10-05 (Payment Systems and Financial Technology)
- NEP-RMG-2020-10-05 (Risk Management)
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