EconPapers    
Economics at your fingertips  
 

Achieving Portfolio Diversification through Cryptocurrencies in European Markets

Pavković Ana (), Anđelinović Mihovil () and Pavković Ivan ()
Additional contact information
Pavković Ivan: University of Zagreb, Faculty of Economics and Business, Zagreb, Croatia

Business Systems Research, 2019, vol. 10, issue 2, 85-107

Abstract: Background: Cryptocurrencies represent a specific technological innovation in financial markets that keeps getting more and more popular among investors around the world. Given the specific characteristics of the cryptocurrencies, this paper examines the possibility of their use as a diversification instrument.

Keywords: Bitcoin; portfolio diversification; volatility clustering; wavelet; cryptocurrencies (search for similar items in EconPapers)
JEL-codes: G11 C32 F31 C58 (search for similar items in EconPapers)
Date: 2019
References: Add references at CitEc
Citations: Track citations by RSS feed

Downloads: (external link)
https://www.degruyter.com/view/j/bsrj.2019.10.issu ... 9-020.xml?format=INT (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:bit:bsrysr:v:10:y:2019:i:2:p:85-107:n:7

Access Statistics for this article

Business Systems Research is currently edited by Mirjana Pejić Bach

More articles in Business Systems Research from Sciendo
Bibliographic data for series maintained by Peter Golla ().

 
Page updated 2019-10-07
Handle: RePEc:bit:bsrysr:v:10:y:2019:i:2:p:85-107:n:7