{"title":"Cryptocurrencies: hedging or financialization? behavioral time series analyses","authors":"Dony Abdul Chalid, Rangga Handika","doi":"10.1080/23311975.2024.2394581","DOIUrl":null,"url":null,"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...","PeriodicalId":47083,"journal":{"name":"Cogent Business & Management","volume":"93 1","pages":""},"PeriodicalIF":3.0000,"publicationDate":"2024-08-28","publicationTypes":"Journal Article","fieldsOfStudy":null,"isOpenAccess":false,"openAccessPdf":"","citationCount":"0","resultStr":null,"platform":"Semanticscholar","paperid":null,"PeriodicalName":"Cogent Business & Management","FirstCategoryId":"1085","ListUrlMain":"https://doi.org/10.1080/23311975.2024.2394581","RegionNum":0,"RegionCategory":null,"ArticlePicture":[],"TitleCN":null,"AbstractTextCN":null,"PMCID":null,"EPubDate":"","PubModel":"","JCR":"Q2","JCRName":"BUSINESS","Score":null,"Total":0}
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...
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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.
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