Can fiat currencies really hedge Bitcoin? : evidence from dynamic short-term perspective
Year of publication: |
2021
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Authors: | Majdoub, Jihed ; Ben Sassi, Salim ; Bejaoui, Azza |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 2, p. 789-816
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Subject: | Bitcoin | Fiat currency | Hedging | Portfolio strategies | Dynamic perspective | Risk management | GARCH-type models | Portfolio-Management | Portfolio selection | Virtuelle Währung | Virtual currency | Theorie | Theory | Risikomanagement | Papierwährung | Fiat money | Währungsrisiko | Exchange rate risk | Währungsderivat | Currency derivative |
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