Time and frequency dynamics of connectedness and hedging performance in global stock markets : bitcoin versus conventional hedges
Year of publication: |
2021
|
---|---|
Authors: | Wang, Peijin ; Zhang, Hongwei ; Yang, Cai ; Guo, Yaoqi |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-20
|
Subject: | Bitcoin | Connectedness | Frequency analysis | Hedging ability | Stock | Wavelet-based DCC-GARCH model | Hedging | Aktienmarkt | Stock market | Welt | World |
-
Jiang, Wei, (2023)
-
Maghyereh, Aktham I., (2019)
-
Karkowska, Renata, (2023)
- More ...
-
Zhang, Hongwei, (2022)
-
Does Bitcoin or gold react to financial stress alike? : evidence from the U.S. and China
Zhang, Hongwei, (2021)
-
Zhang, Hongwei, (2018)
- More ...