Does Bitcoin hedge global uncertainty? : evidence from wavelet-based quantile-in-quantile regressions
Elie Bouri, Rangan Gupta, Aviral Kumar Tiwari, David Roubaud
| Year of publication: |
November 2017
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|---|---|
| Authors: | Bouri, Elie ; Gupta, Rangan ; Tiwari, Aviral Kumar ; Roubaud, David |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 23.2017, p. 87-95
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| Subject: | Bitcoin | Global uncertainty | Wavelet | Quantile regressions | Regressionsanalyse | Regression analysis | Virtuelle Währung | Virtual currency | Risiko | Risk | Hedging | Welt | World | Globalisierung | Globalization | Volatilität | Volatility | Zustandsraummodell | State space model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.02.009 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011808369