Ozturk, Serda Selin - In: Journal of Risk and Financial Management 13 (2020) 11, pp. 1-14
This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019. The paper's motivation is based upon the idea that bitcoin can be similar to gold in terms of its hedging properties and can be used for hedging for different assets. Moreover,...