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Volatile safe-haven asset: Evidence from Bitcoin · Study

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ArticleVolatile safe-haven asset: Evidence from Bitcoin

James Yae2024

Article2024

Volatile safe-haven asset: Evidence from Bitcoin

James Yae · George Zhe Tian

23 citations·0/0 files stored·Journal of Financial Stability

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Financial Markets and Investment Strategies Financial Risk and Volatility Modeling Market Dynamics and Volatility

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1952PORTFOLIO SELECTION*1985Continuous Auctions and Insider Trading 2002Dynamic Conditional Correlation 1977RISK, UNCERTAINTY, AND DIVERGENCE OF OPINION 1990Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model 1994Automatic Lag Selection in Covariance Matrix Estimation 2007Predicting Excess Stock Returns Out of Sample: Can Anything Beat the Historical Average?

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Year2024

Typearticle

Published2024-05-27

VenueJournal of Financial Stability

ISSN-L1572-3089

Languageen

Citations23

Files0 public / 0

ShelfFinancial Markets and Investment Strategies

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doi10.1016/j.jfs.2024.101285

openalex_workW4399035645

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