Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war
Mariem Gaies, Walid Chkili
| Year of publication: |
2023
|
|---|---|
| Authors: | Gaies, Mariem ; Chkili, Walid |
| Published in: |
Eurasian economic review : a journal in applied macroeconomics and finance. - Heidelberg : Springer, ISSN 2147-429X, ZDB-ID 2646817-7. - Vol. 13.2023, 2, p. 307-319
|
| Subject: | Russia-Ukraine war | Stock market | Bitcoin | Correlation | Safe haven | Aktienmarkt | Korrelation | Hedging | ARCH-Modell | ARCH model | Börsenkurs | Share price | Volatilität | Volatility | Virtuelle Währung | Virtual currency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s40822-023-00231-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014315646