On the return-volatility relationship in the Bitcoin market around the price crash of 2013
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- Bouri, Elie & Azzi, Georges & Haubo Dyhrberg, Anne, 2016. "On the return-volatility relationship in the Bitcoin market around the price crash of 2013," Economics Discussion Papers 2016-41, Kiel Institute for the World Economy (IfW).
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More about this item
KeywordsBitcoin; price crash of 2013; asymmetric GARCH; safe haven;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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