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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Bibliographic Details
Main Authors: Thai Hong Le, Duc Anh Nguyen, Dung Anh Le
Format: Article
Language:English
Published: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE 2024-10-01
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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