Bayu Adi Nugroho
Biographic Data
| ID | 3915234 |
|---|---|
| NAME | Bayu Adi Nugroho |
| GIVEN NAMES | Bayu Adi |
| FAMILY NAME | Nugroho |
| SIGNATURE | NUGROHO B A |
| AFFILIATIONS | Perbanas Institute |
| ORCID | 0000-0001-6113-9362 |
| VERIFIED | No |
| TOTAL WORKS | 1 |
| TOTAL CITATIONS | 0 |
| AUTHOR COUNT | 1 |
| EDITOR COUNT | 0 |
| FIRST PUBLICATION YEAR | 2020 |
| LATEST PUBLICATION YEAR | 2020 |
| H-INDEX | 0 |
Cryptocurrencies
Previous studies have shown that cryptocurrencies could hedge equities. However, most of those studies did not take into account the recent cryptocurrencies bubbles in 2018 and domestic currencies. Therefore, this research aimed to study whether the hedge effectiveness of cryptocurrencies still exists. This research used five cryptocurrencies (bitcoin, ethereum, monero, ripple, and litecoin), equity indices (Indonesia, Malaysia, Vietnam, Thailand…
No prominent works on this page.
Cryptocurrencies
Previous studies have shown that cryptocurrencies could hedge equities. However, most of those studies did not take into account the recent cryptocurrencies bubbles in 2018 and domestic currencies. Therefore, this research aimed to study whether the hedge effectiveness of cryptocurrencies still exists. This research used five cryptocurrencies (bitcoin, ethereum, monero, ripple, and litecoin), equity indices (Indonesia, Malaysia, Vietnam, Thailand…
Autoregressive conditional heteroskedasticity (1 works) · Blockchain Technology Applications and Security (1 works) · Business (1 works) · Computer Science (1 works) · Conditional variance (1 works) · Cryptocurrency (1 works) · Econometrics (1 works) · Economics (1 works) · Emerging markets (1 works) · Finance (1 works)