Tan, Chiang-Ching; Ling, Pick Soon; Sim, Siew-Ling; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-16
foreign exchange rate in the East Asia-5 markets. According, MGARCH-DCC was adopted and implemented in data collection … rates in the East Asia-5 markets. In particular, Bitcoin, Litecoin, and Ethereum offered strong hedge properties on most of … the East Asia-5 equity indices. Moreover, Bitcoin and Litecoin only provided a safe haven for Japanese Yen currency, while …