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Achieving Portfolio Diversification through Cryptocurrencies in European Markets

Pavković Ana (), Anđelinović Mihovil () and Pavković Ivan ()
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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
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