Hedge and safe-haven properties of cryptocurrencies : evidence in East Asia-5 market
Year of publication: |
2023
|
---|---|
Authors: | Tan, Chiang-Ching ; Ling, Pick Soon ; Sim, Siew-Ling ; Ming, Kelvin Lee Yong |
Published in: |
Cogent economics & finance. - Abingdon : Taylor & Francis, ISSN 2332-2039, ZDB-ID 2773198-4. - Vol. 11.2023, 1, Art.-No. 2183640, p. 1-16
|
Subject: | Bitcoin | cryptocurrencies | East Asia-5 markets | MGARCH-DCC | safe-haven | stock indices | Virtuelle Währung | Virtual currency | Hedging | Ostasien | East Asia |
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