Showing 1 - 10 of 6,105
Persistent link: https://www.econbiz.de/10014634587
Persistent link: https://www.econbiz.de/10014467528
Persistent link: https://www.econbiz.de/10014432634
Persistent link: https://www.econbiz.de/10015063301
This paper investigates the volatility spillover dynamics between U.S. Bitcoin and financial markets from July 19, 2010 to December 29, 2017. Diebold and Yilmaz (2012) volatility spillover index, Barunik, Kocenda, and Vacha (2017) Spillover Asymmetry Measure, and Barunik and Krehlik (2018)...
Persistent link: https://www.econbiz.de/10012175787
Persistent link: https://www.econbiz.de/10015066145
Persistent link: https://www.econbiz.de/10011428186
The COVID-19 pandemic provided the first widespread bear market conditions since the inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin, Ethereum and Tether from the perspective of international equity index investors. Bitcoin and Ethereum are not a safe...
Persistent link: https://www.econbiz.de/10012834074
Persistent link: https://www.econbiz.de/10012821287
Persistent link: https://www.econbiz.de/10012821410