Portfolio Diversification Benefits of Cryptocurrencies and ASEAN-5 Stock Markets
This paper examines the portfolio diversification benefits in the cryptocurrencies (Bitcoin, Ethereum, Ripple, Litecoin, Stellar and Dash) and ASEAN-5 stock markets (Malaysia, Indonesia, Singapore, Thailand and Philippines). Cointegration and Granger causality tests are used in this study for the pe...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Korea Distribution Science Association (KODISA)
2021
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| Subjects: | |
| Online Access: | http://ir.unimas.my/id/eprint/35492/1/Portfolio.pdf http://ir.unimas.my/id/eprint/35492/ https://www.koreascience.or.kr/article/JAKO202115563410841.page |
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