Can Bitcoin Replace Gold in an Investment Portfolio?
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Cited by:
- Nikolaos A. Kyriazis, 2020. "Is Bitcoin Similar to Gold? An Integrated Overview of Empirical Findings," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 13(5), pages 1-19, May.
- Gronwald, Marc, 2019. "Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply," Journal of International Money and Finance, Elsevier, vol. 97(C), pages 86-92.
- Ji, Qiang & Bouri, Elie & Roubaud, David & Kristoufek, Ladislav, 2019. "Information interdependence among energy, cryptocurrency and major commodity markets," Energy Economics, Elsevier, vol. 81(C), pages 1042-1055.
- Christian M. Hafner, 2020. "Alternative Assets and Cryptocurrencies," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 13(1), pages 1-3, January.
- Anoop S Kumar & Taufeeq Ajaz, 2019. "Co-movement in crypto-currency markets: evidences from wavelet analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 5(1), pages 1-17, December.
- Serda Selin Ozturk, 2020. "Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns," Journal of Risk and Financial Management, MDPI, Open Access Journal, vol. 13(11), pages 1-14, November.
- Chu, Jeffrey & Zhang, Yuanyuan & Chan, Stephen, 2019. "The adaptive market hypothesis in the high frequency cryptocurrency market," International Review of Financial Analysis, Elsevier, vol. 64(C), pages 221-231.
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More about this item
Keywords
Bitcoin; gold; GARCH; portfolio modelling; risk management;All these keywords.
JEL classification:
- C - Mathematical and Quantitative Methods
- E - Macroeconomics and Monetary Economics
- F2 - International Economics - - International Factor Movements and International Business
- F3 - International Economics - - International Finance
- G - Financial Economics
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