Bitcoin, gold, and commodities as safe havens for stocks : new insight through wavelet analysis
Elie Bouri, Syed Jawad Hussain Shahzad, David Roubaud, Ladislav Kristoufek, Brian Lucey
| Year of publication: |
2020
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|---|---|
| Authors: | Bouri, Elie ; Shahzad, Syed Jawad Hussain ; Roubaud, David ; Krištoufek, Ladislav ; Lucey, Brian M. |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 77.2020, p. 156-164
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| Subject: | Bitcoin | Commodities | Gold | Safe haven | Stock indices | Wavelets VaR | Zustandsraummodell | State space model | Virtuelle Währung | Virtual currency | Welt | World | Finanzkrise | Financial crisis | Rohstoffmarkt | Commodity market | Aktienindex | Stock index | Internationaler Finanzmarkt | International financial market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2020.03.004 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012430915