Loading...
5 results
Search Results
Now showing 1 - 5 of 5
- Regional and global integration of Asian stock marketsPublication . Mohti, Wahbeeah; Dionísio, Andreia; Vieira, Isabel; Ferreira, Paulo
- Contagion of the Subprime Financial Crisis on Frontier Stock Markets: A Copula AnalysisPublication . Mohti, Wahbeeah; Dionísio, Andreia; Ferreira, Paulo; Vieira, Isabel
- Frontier markets efficiency: mutual information and detrended fluctuation analysesPublication . Mohti, Wahbeeah; Dionísio, Andreia; Ferreira, Paulo; Vieira, Isabel
- Financial contagion analysis in frontier markets: Evidence from the US subprime and the Eurozone debt crisesPublication . Mohti, Wahbeeah; Dionísio, Andreia; Vieira, Isabel; Ferreira, Paulo
- Uncertainty and Risk in the Cryptocurrency MarketPublication . Almeida, Dora; Dionísio, Andreia; Vieira, Isabel; Ferreira, PauloCryptocurrency investments are often perceived as uncertain and risky. In this study, we assessed if this is indeed the case, using a sample of seven cryptocurrencies and considered a period that encompassed the first real global shock in the life of these relatively new financial assets, the COVID-19 pandemic. Uncertainty was evaluated using Shannon’s symbolic entropy. To measure risk, we use value-at-risk and conditional value-at-risk. The results indicate that, except for Tether, the analyzed cryptocurrencies’ returns exhibited similar patterns of uncertainty and risk. Levels of uncertainty were close to the maximum values, but high uncertainty is not always associated with high risk. During the pandemic crisis, uncertainty increased while risk decreased, suggesting that the considered assets may have safe haven properties.