This paper sets out to explore the hedging capabilities of bitcoin by applying the asymmetric GARCH methodology used in … investigation of gold. The results show that bitcoin can clearly be used as a hedge against stocks in the Financial Times Stock … Exchange Index. Additionally bitcoin can be used as a hedge against the American dollar in the short-term. Bitcoin thereby …

Through the application of the VAR-AGARCH model to intra-day data for three cryp-tocurrencies (Bitcoin, Ethereum, and … period and the COVID-19 period. We also estimate the optimal weights, hedge ratios, and hedging effectiveness during both … sample periods. We find that the return spillovers vary across the two periods for the Bitcoin-Ethereum, Bitcoin …

This paper analyzes high-frequency estimates of good and bad realized volatility of Bitcoin. We show that volatility …

This paper examines the behaviour of Bitcoin returns and those of several other cryptocurrencies in the pre and post … period of the introduction of the Bitcoin futures market. We use the principal component-guided sparse regression (PC … important variable for Bitcoin for all periods, whereas for the other cryptocurrencies there are other variables that seem more …