Hedging effectiveness of bitcoin and gold : evidence from G7 stock markets
Year of publication: |
2023
|
---|---|
Authors: | Xu, Lei ; Kinkyō, Takuji |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 85.2023, p. 1-18
|
Subject: | Bitcoin | Gold | Hedging effects | Stock markets | Wavelet analysis | Hedging | Aktienmarkt | Stock market | Welt | World | ARCH-Modell | ARCH model |
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