Replicating Bitcoin Performance: A Connectedness Analysis of Equity Portfolios
Date : Jeudi | 2025-01-05 à 12h30 Lieu : Salle B.103 Lien TEAMS : Cliquer ici pour rejoindre le séminaire doctorant du LÉO Lorette DANILO (CREM, Université de Rennes) This paper studies the relationship between international stock markets and Bitcoin to propose an investment strategy that uses a stock basket to mimic Bitcoin’s performance. Utilizing connectedness measures from Diebold and Yilmaz (2009) and portfolio construction techniques from Markowitz (1952) and Roll (1992), we analyze a diverse set of stocks from […]