.... This understanding improves our ability to risk manage modern portfolios, which increasingly include significant alternative assets like cryptocurrencies. Volatility spillover Cryptocurrencies Interconnectedness Risk management Portfolio diversification Digital assets have emerged as a disruptive...

... an emerging field of research. Previous studies examined the portfolio diversification effects of Bitcoin not only with other financial assets (Wu and Pandey, 2014 ; Eisl et al., 2015 ; Kajtazi and Moro, 2019) but also that of a blended cryptocurrency portfolio (Liu, 2018 ; Platanakis et al...

... be contacted at: makiel.kamil@gmail.com © Emerald Group Publishing Limited 2015 Portfolio diversification Dynamic conditional correlation Quantitative easing E58, G15, C58 Since 2008, quantitative easing (QE), which is specified as the purchase of financial assets financed by central...

... international portfolio diversification and hedging strategies even after the subprime crisis. The stock index futures significantly extended the variety of investment and risk management strategies available to investors. Originality/value Examining the effects of the US subprime crisis on the stock index...