Nekhili, Ramzi; Sultan, Jahangir - In: Borsa Istanbul Review 22 (2022) 4, pp. 641-652
cryptocurrency investors. Can alternative assets hedge Bitcoin risk? This study investigates the ability of equities, commodities …The recent 50% drop in the price of the flagship cryptocurrency Bitcoin reinforces the persistent anxiety among …, bonds, currencies, and VIX futures to hedge Bitcoin. Our in-sample analysis shows that the USDX, Gilt, Australian dollars …