On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
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Other versions of this item:
- Bouri, Elie & Molnár, Peter & Azzi, Georges & Roubaud, David & Hagfors, Lars Ivar, 2017. "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Finance Research Letters, Elsevier, vol. 20(C), pages 192-198.
References listed on IDEAS
- Dirk G. Baur & Brian M. Lucey, 2010.
"Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold,"
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- Dirk G. Baur & Brian M. Lucey, 2007. "Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold," The Institute for International Integration Studies Discussion Paper Series iiisdp198, IIIS.
- Pavel Ciaian & Miroslava Rajcaniova & d’Artis Kancs, 2016.
"The economics of BitCoin price formation,"
Taylor & Francis Journals, vol. 48(19), pages 1799-1815, April.
- Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2014. "The Economics of BitCoin Price Formation," EERI Research Paper Series EERI RP 2014/08, Economics and Econometrics Research Institute (EERI), Brussels.
- Pavel Ciaian & Miroslava Rajcaniova & d'Artis Kancs, 2014. "The Economics of BitCoin Price Formation," Papers 1405.4498, arXiv.org.
- Ratner, Mitchell & Chiu, Chih-Chieh (Jason), 2013. "Hedging stock sector risk with credit default swaps," International Review of Financial Analysis, Elsevier, vol. 30(C), pages 18-25.
- Dwyer, Gerald P., 2015. "The economics of Bitcoin and similar private digital currencies," Journal of Financial Stability, Elsevier, vol. 17(C), pages 81-91.
- Anne Haubo Dyhrberg, 2015. "Hedging Capabilities of Bitcoin. Is it the virtual gold?," Working Papers 201521, School of Economics, University College Dublin.
- repec:agr:journl:v:1(590):y:2014:i:1(590):p:103-114 is not listed on IDEAS
- Anne Haubo Dyhrberg, 2015. "Bitcoin, Gold and the Dollar – a GARCH Volatility Analysis," Working Papers 201520, School of Economics, University College Dublin.
- Hafner, Christian M. & Reznikova, Olga, 2012. "On the estimation of dynamic conditional correlation models," Computational Statistics & Data Analysis, Elsevier, vol. 56(11), pages 3533-3545.
- Brandvold, Morten & Molnár, Peter & Vagstad, Kristian & Andreas Valstad, Ole Christian, 2015. "Price discovery on Bitcoin exchanges," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 36(C), pages 18-35.
More about this item
KeywordsBitcoin; Cryptocurrency; DCC; Diversifier; Hedge; Safe haven;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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