Are cryptocurrencies a safe haven for stock investors? A regime-switching approach

C-Tier

Journal: Journal of Empirical Finance

Year: 2023

Volume: 70

Issue: C

Pages: 367-385

Authors (2)

Li, Leon (University of Waikato) Miu, Peter (not in RePEc)

Score contribution per author:

0.505 = (α=2.02 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count