Dynamic correlation and hedging strategy between Bitcoin prices and stock market during the Russo-Ukrainian war
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 |
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