Aharon, David Y.; Umar, Zaghum; Xuan Vinh Vo - In: Financial innovation : FIN 7 (2021), pp. 1-25
This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature …. Meanwhile, the curvature of the yield curve and the Japanese Yen, Swiss Franc, and British Pound act mainly as net receivers …, and curvature, and from any main currency investigated. These findings hint that Bitcoin might provide hedging benefits …