Bitcoin's hedging attributes against equity market volatility : empirical evidence during the COVID-19 pandemic
Jocelyn Grira and Sana Guizani and Ines Kahloul
| Year of publication: |
2022
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| Authors: | Grira, Jocelyn ; Guizani, Sana ; Kahloul Nafti, Ines |
| Published in: |
The journal of risk finance : JRF. - Bradford : Emerald, ISSN 2331-2947, ZDB-ID 2048922-5. - Vol. 23.2022, 5, p. 605-618
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| Subject: | Bitcoin | COVID-19 | Granger causality in the sense of Toda and Yamamoto (1995) | Hedging | Coronavirus | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Aktienmarkt | Stock market | Kausalanalyse | Causality analysis | Epidemie | Epidemic | Börsenkurs | Share price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/JRF-01-2022-0003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013454951