Cryptocurrency Momentum and VIX premium-Reference-Cited by-同舟云学术

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Cryptocurrency Momentum and VIX premium

Published:2023-11 Issue: Volume:57 Page:104196
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Chang Hsuan-Ling,Nie Wei-Ying,Chang Li-Han,Cheng Hung-Wen,Yen Kuang-Chieh^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference20 articles.

1. Value and momentum everywhere;Asness;J. Financ.,2013

2. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016

3. Expected stock returns and variance risk premia;Bollerslev;Rev. Financ. Stud.,2009

4. On the hedge and safe haven properties of Bitcoin: is it really more than a diversifier?;Bouri;Financ. Res. Lett.,2017

5. A comprehensive look at the return predictability of variance risk premia;Byun;J. Futures Mark.,2018

Cited by 2 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Green Assets and Global Portfolio Tail Risk? A Stress-Testing exercise under multiple asset classes under distinct market phases;Journal of Environmental Management;2024-05

2. Cryptocurrency factor momentum;Quantitative Finance;2023-11-07

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