Tan, Chiang-Ching; Ling, Pick Soon; Sim, Siew-Ling; … - In: Cogent economics & finance 11 (2023) 1, pp. 1-16
This study examined the capabilities of six cryptocurrencies as a hedge and safe haven against the stock indices and foreign exchange rate in the East Asia-5 markets. According, MGARCH-DCC was adopted and implemented in data collection processes together with Rathner and Chiu regression method,...