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 regression models between both variables. The results obtained, using the five …