Listagem FGV EESP - Textos para Discussão / Working Paper Series por Título "The diversification benefits of cryptocurrencies in multi-asset portfolios: cross-country evidence"

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The diversification benefits of cryptocurrencies in multi-asset portfolios: cross-country evidence

Colombo, Jefferson A.; Cruz, Fernando I. L.; Paese, Luis H. Z.; Cortes, Renan X.
2021-02

Using a sample of 21 developing and developed countries, we analyze whether a welldiversified investor of traditional assets (stocks, bonds, real estate, and commodities) may benefit from investing in cryptocurrencies. ...