Cryptocurrency & Digital Assets
Research on how Bitcoin and other digital assets affect portfolio diversification, respond to news and sentiment, and share risk with each other and with traditional markets.
Crypto as a diversifier, and what moves it.
- Diversification
- What adding Bitcoin and other crypto does to portfolio risk and design.
- Sentiment
- How news and sentiment move cryptocurrency returns.
- Shared Risk
- How much systemic risk cryptocurrencies share in a crisis.
- Fintech Policy
- How policy responses shape fintech and digital finance.
Crypto in Portfolios
We test whether, and by how much, crypto exposure improves or harms a portfolio.
- Diversification benefit
- Portfolio weights
- Downside risk
Sentiment and Market Behaviour
We measure how news, media coverage and sentiment drive digital asset returns.
- News sentiment
- Nonlinear effects
- Volatility
More research areas
All research areas- Financial Contagion & Systemic RiskHow shocks spread across markets and institutions.
- Portfolio Risk, Hedging & Safe HavensWhich assets protect a portfolio, and when.
- Sustainable Finance & ESGWhether green and ESG investments pay or protect.
- Climate Risk & Green InnovationClimate exposure, policy and environmental innovation.
- Interest Rate Risk & Financial InstitutionsRate exposure, profitability and capital in banks.
- Corporate Governance & Board DiversityBoard composition and sustainability outcomes.
Planning a research project?
Tell us the question you need answered and we will suggest how to scope it.