Martínez, Raúl Gómez; Medrano García, María Luisa; … - In: Revista de métodos cuantitativos para la economía y … 37 (2024), pp. 1-14
Since January 2020, we have been experiencing times of uncertainty and volatility. This study aims to analyze the behavior of cryptocurrencies during periods of volatility and whether they can be considered safe-haven assets. To measure volatility, we utilize the VIX and estimate linear...