Time and frequency dynamics of connectedness and hedging performance in global stock markets : bitcoin versus conventional hedges
Peijin Wang, Hongwei Zhang, Cai Yang, Yaoqi Guo
| Year of publication: |
2021
|
|---|---|
| Authors: | Wang, Peijin ; Zhang, Hongwei ; Yang, Cai ; Guo, Yaoqi |
| Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 58.2021, p. 1-20
|
| Subject: | Bitcoin | Connectedness | Frequency analysis | Hedging ability | Stock | Wavelet-based DCC-GARCH model | Hedging | Aktienmarkt | Stock market | Virtuelle Währung | Virtual currency | ARCH-Modell | ARCH model | Internationaler Finanzmarkt | International financial market | Welt | World | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.ribaf.2021.101479 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10013286561