Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?
Libing Fang, Elie Bouri, Rangan Gupta, David Roubaud
| Year of publication: |
2019
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|---|---|
| Authors: | Fang, Libing ; Bouri, Elie ; Gupta, Rangan ; Roubaud, David |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 61.2019, p. 29-36
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| Subject: | Bitcoin | Bonds | Commodities | Equities | Hedging effectiveness | Hedging | Volatilität | Volatility | Welt | World | Virtuelle Währung | Virtual currency | Portfolio-Management | Portfolio selection | Anleihe | Bond | ARCH-Modell | ARCH model | Rohstoffderivat | Commodity derivative |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2018.12.010 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012206699