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Spillover effect of cryptocurrencies on sukuks

Cryptocurrency has become the desired asset for the investors. However, there is still debate on the sustainability of the cryptocurrency. Crypto is very risky but it also gives high returns. Spill over effect means that change in the prices of one market effect the prices of other market. As the crypto is very risky investment and sukuks are less risker that’s why investors want to make the portfolio of both risky and less risky investments. We are using last five years data to examine the degree of connectedness between sukuks and cryptocurrencies by using E-views

Keywords: Cryptocurrency, sukuks, spillover
Tools: E-Views
Department: Department of Business Studies

Project Team Members

Name Email
Danish Khan danishk2019@namal.edu.pk

Project Poster

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