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The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets : Insights from Higher Moment Spillovers

The Higher the Better? Hedging and Investment Strategies in Cryptocurrency Markets : Insights from Higher Moment Spillovers
Digital文書・図像類
He, Xie, 羽森, 茂之神戸大学大学院経済学研究科2023-09神戸大学経済学研究科 Discussion Paper2315p.1-34
Available onlineOther Libraries in Japan
  • Subject HeadingHigher moments Spillover effect Cryptocurren...

Asymmetry in Higher Moment Spillovers : Evidence from Sustainable and Traditional Investments

Asymmetry in Higher Moment Spillovers : Evidence from Sustainable and Traditional Investments
Digital文書・図像類
He, Xie, 羽森, 茂之神戸大学大学院経済学研究科2023-09神戸大学経済学研究科 Discussion Paper2316p.1-44
Available onlineOther Libraries in Japan
  • Subject HeadingHigher moments Conditional kurtosis Spillove...

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