Cryptocurrencies: hedging or financialization? behavioral time series analyses

IF 3 Q2 BUSINESS

Cogent Business & Management Pub Date : 2024-08-28 DOI:10.1080/23311975.2024.2394581

Dony Abdul Chalid, Rangga Handika

引用次数: 0

Abstract

This article investigates the time-series properties of cryptocurrency returns and compares them with currency and commodity returns. We perform and analyze the mean reversion, normality, unit root...

查看原文本刊更多论文

加密货币：对冲还是金融化？行为时间序列分析

本文研究了加密货币回报的时间序列特性，并将其与货币和商品回报进行了比较。我们执行并分析了均值回归、正态、单位根...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

求助全文

约1分钟内获得全文求助全文

来源期刊

Cogent Business & Management BUSINESS-

CiteScore

4.40

自引率

10.00%

发文量

301

审稿时长

16 weeks

期刊介绍： Cogent Business & Management is a fully peer-reviewed, open access journal with a mission to help researchers reach a truly global audience, interact with experts in their field, and discover new connections across diverse fields of research. Cogent Business & Management considers original research articles, reviews and letters in the following branches of business and management research: Accounting, Corporate Governance & Business Ethics Banking & Finance Information & Technology Management Management Marketing Operations Management.