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Applied Economics Letters Volume 29, 2022 - Issue 1
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Research Article

Should investors include bitcoin in their portfolio? New evidence from a bootstrap-based stochastic dominance approach

Mourad Mrouaa Department of Management, University of Sfax, Institute of High Business Studies, Sfax, Tunisia
,
Slah Bahloulb Department of Management, University of Sfax, Higher Institute of Business Administration, Sfax, Tunisia
&
Nader Naifarb Department of Management, University of Sfax, Higher Institute of Business Administration, Sfax, Tunisia;c Department of Finance and Investment, College of Economics and Administrative Sciences, Imam Mohammad Ibn Saud Islamic University (IMSIU), Riyadh, Saudi ArabiaCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0001-9554-8236
ORCID Icon
Pages 53-62 | Published online: 01 Dec 2020

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Seungwon Lee & Changryong Baek. (2023) Volatility changes in cryptocurrencies: evidence from sparse VHAR-MGARCH model. Applied Economics Letters 30:11, pages 1496-1504.
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Xin Liu & Bowen Li. (2022) Safe-haven or speculation? Research on price and risk dynamics of Bitcoin. Applied Economics Letters 0:0, pages 1-7.
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Articles from other publishers (7)

Muhammad Usman. (2023) A stochastic dominance analysis of conventional and clean energy stocks during different oil market conditions. Empirical Economics.
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Margareta Gardijan Kedžo. (2022) COVID-19 pandemic impact on investment prospective in selected CEE stock markets: A stochastic dominance approach. Croatian Review of Economic, Business and Social Statistics 8:2, pages 28-42.
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Fahad Ali, Elie Bouri, Nader Naifar, Syed Jawad Hussain Shahzad & Mohammad AlAhmad. (2022) An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets. Research in International Business and Finance 63, pages 101768.
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Jang Ho Kim. (2022) Analyzing diversification benefits of cryptocurrencies through backfill simulation. Finance Research Letters 50, pages 103238.
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Provash Kumer Sarker & Lei Wang. (2022) Co-movement and Granger causality between Bitcoin and M2, inflation and economic policy uncertainty: Evidence from the U.K. and Japan. Heliyon 8:10, pages e11178.
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Ahmed H. Elsayed, Nader Naifar, Samia Nasreen & Aviral Kumar Tiwari. (2022) Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic. Energy Economics 107, pages 105842.
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Syed Jawad Hussain Shahzad & Nader Naifar. (2022) Dependence dynamics of Islamic and conventional equity sectors: What do we learn from the decoupling hypothesis and COVID-19 pandemic?. The North American Journal of Economics and Finance 59, pages 101635.
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