Is Bitcoin a hedge or safe haven for currencies? : an intraday analysis
Andrew Urquhart, Hanxiong Zhang
| Year of publication: |
2019
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|---|---|
| Authors: | Urquhart, Andrew ; Zhang, Hanxiong |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 63.2019, p. 49-57
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| Subject: | Bitcoin | Dynamic conditional correlation | Hedge | High frequency | Safe haven | Hedging | ARCH-Modell | ARCH model | Volatilität | Volatility | US-Dollar | US dollar | Korrelation | Correlation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2019.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012207368