Managing Cryptocurrency Risk Exposures in Equity Portfolios: Evidence from High-Frequency Data

Leong, M; Alekseev, V; Kwok, S

Managing Cryptocurrency Risk Exposures in Equity Portfolios: Evidence from High-Frequency Data

Leong, M Alekseev, V

Kwok, S

Permalink

Publisher:: Elsevier
Publication Type:: Journal Article
Citation:: Journal of International Financial Markets, Institutions and Money, 2025, 99, pp. 1-20
Issue Date:: 2025

Open Access

Copyright Clearance Process

Recently Added
In Progress
Open Access

This item is open access.

Download Published versionAdobe PDF (1.82 MB)

View on publisher's site

View statistics

Full metadata record

Field	Value	Language
dc.contributor.author	Leong, M
dc.contributor.author	Alekseev, V https://orcid.org/0000-0003-3092-2500
dc.contributor.author	Kwok, S
dc.date.accessioned	2025-02-06T04:37:19Z
dc.date.available	2025-02-06T04:37:19Z
dc.date.issued	2025
dc.identifier.citation	Journal of International Financial Markets, Institutions and Money, 2025, 99, pp. 1-20
dc.identifier.issn	1042-4431
dc.identifier.issn	1873-0612
dc.identifier.uri	http://hdl.handle.net/10453/185002
dc.language	en
dc.publisher	Elsevier
dc.relation.ispartof	Journal of International Financial Markets, Institutions and Money
dc.relation.isbasedon	10.1016/j.intfin.2025.102123
dc.rights	info:eu-repo/semantics/openAccess
dc.subject	1402 Applied Economics, 1502 Banking, Finance and Investment
dc.subject.classification	Finance
dc.subject.classification	3502 Banking, finance and investment
dc.subject.classification	3801 Applied economics
dc.title	Managing Cryptocurrency Risk Exposures in Equity Portfolios: Evidence from High-Frequency Data
dc.type	Journal Article
utslib.citation.volume	99
utslib.for	1402 Applied Economics
utslib.for	1502 Banking, Finance and Investment
pubs.organisational-group	University of Technology Sydney
pubs.organisational-group	University of Technology Sydney/Faculty of Business
pubs.organisational-group	University of Technology Sydney/Faculty of Business/Finance Discipline
utslib.copyright.status	open_access	*
pubs.consider-herdc	true
dc.rights.license	This work is licensed under a Creative Commons Attribution 4.0 International License (CC BY 4.0). To view a copy of this license, visit https://creativecommons.org/licenses/by/4.0/
dc.date.updated	2025-02-06T04:37:18Z
pubs.publication-status	Published
pubs.volume	99

Please use this identifier to cite or link to this item:

http://hdl.handle.net/10453/185002