Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …

This paper empirically assesses the ability of three putative stablecoins (two dollar-backed,
Tether and USD Coin; and one gold-backed, Digix Gold) to mitigate the risk of facing severe …

This paper takes part in the ongoing debate on the newly emerging field of financial
technology by systematically reviewing 164 articles on cryptocurrency volatility during the …

Cryptocurrency is one of the famous financial state in all over the world which cause several
type of risks that effect on the intrinsic assessment of risk auditors. From the beginning the …

In this study, we perform a comparative analysis of portfolio insurance strategies for the
cryptocurrency market. We examine performance evaluation regarding the various …

This study provides a comprehensive analysis of the relationship between fan tokens and
equities as investment vehicles in football clubs. Using the GO-GARCH methodology to …

Control charts are widely used in quality control and industrial sectors. Because of their
important role, researchers are focusing on the development of new control charts …

We investigate the performance of VaR (Value at Risk) forecasts, considering different
multivariate models: HS (Historical Simulation), DCC-GARCH (Dynamic Conditional …

In this study we propose to empirically assess the potential diversification benefits of three
types of cryptocurrencies (traditional: Bitcoin, green: Cardano and stablecoins: Tether) by …

Modifying the existing probability models in the literature and introducing new extensions of
the existing probability models is a prominent and interesting research topic. However, in the …