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Bitcoin (BTC) is a major virtual currency. Using weekly data over the 2010–2013 period, we analyze a BTC investment from the standpoint of a US investor with a diversified portfolio including both traditional assets (worldwide stocks, bonds, hard currencies) and alternative investments...
In this article we study how sensitive are G10 currency returns to the macro-economic variables of the monetary model. These variables are the monetary growth, inflation and GDP growth. The empirical evidence suggests that change in the value of these factors possess predictive power relative to...
The primary aim of this study is to investigate whether equity fund managers are selecting appropriate self-nominated benchmark indexes for their funds. Specifically, we examine the performance of active Australian equity mutual funds and whether they demonstrate similar return performance and...
This article examines the relationship between returns and premiums for a set of exchange traded notes (ETNs) that track the performances of Dow Jones commodity futures indexes. We utilize data on iPath ETNs, sponsored by the Barclays Bank PLC that closely track 19 different Dow Jones UBS...
Though an important asset class, covered bonds have not attracted much academic interest. This study investigates the role of covered bonds in mixed-asset, minimum-variance portfolios during a 10-year period. The mixed-asset portfolio contains corporate, government and covered bonds as well as...
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