Can cryptos hedge against inflation? Evidence from biwavelet analysis
This paper aims to explore the role of cryptocurrencies as an effective hedging tool against inflation across different investment horizons. Specifically, we investigate the co-movement between the Consumer Price Index (CPI) in the US, Euro, and Japan, and the returns as well as volatilities of four...
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Main Authors: | Thai Hong Le, Duc Anh Nguyen, Dung Anh Le |
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Format: | Article |
Language: | English |
Published: |
HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE
2024-10-01
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Series: | Ho Chi Minh City Open University Journal of Science - Economics and Business Administration |
Subjects: | |
Online Access: | https://journalofscience.ou.edu.vn/index.php/econ-en/article/view/3109 |
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