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Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: A systematic literature review

Journal of risk and financial management, 2023-01, Vol.16 (1), p.1-25 [Peer Reviewed Journal]

2022 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (https://creativecommons.org/licenses/by/4.0/). Notwithstanding the ProQuest Terms and Conditions, you may use this content in accordance with the terms of the License. ;ISSN: 1911-8074 ;ISSN: 1911-8066 ;EISSN: 1911-8074 ;DOI: 10.3390/jrfm16010003

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  • Title:
    Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: A systematic literature review
  • Author: Almeida, José ; Gonçalves, Tiago Cruz
  • Subjects: Bibliographic coupling ; Bibliometrics ; bitcoin ; Citations ; cryptocurrencies ; Digital currencies ; Diversification ; hedge ; Institutional investments ; Keywords ; Literature reviews ; portfolio diversification ; Portfolio management ; safe-haven ; SLR ; Systematic review
  • Is Part Of: Journal of risk and financial management, 2023-01, Vol.16 (1), p.1-25
  • Description: Our study collected and synthetized the existing knowledge on portfolio diversification, hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies published in journals ranked in the Association of Business Schools 2021 journals list, considering all fields of knowledge, and elaborated a systematic literature review along with a bibliometric analysis. Our results indicate a fast-growing literature evidencing cryptocurrencies' ability to hedge against stocks, fiat currencies, geopolitical risks, and Economic Policy Uncertainty (EPU) risk; also, that cryptocurrencies present diversification and safe-haven properties; that stablecoins reveal unstable peg with the US dollar; that uncertainty is a determinant for cryptocurrency returns. Additionally, we show that investors should consider Gold, along with the European carbon market, CBOE Bitcoin futures, and crude oil to hedge against unexpected movements in the cryptocurrency market.
  • Publisher: Basel: MDPI
  • Language: English
  • Identifier: ISSN: 1911-8074
    ISSN: 1911-8066
    EISSN: 1911-8074
    DOI: 10.3390/jrfm16010003
  • Source: Coronavirus Research Database
    ProQuest Central
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