Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?

Utilizing the WHO COVID-19 pandemic statement, we test Bitcoin and Ethereum as safe-havens for stocks. We find that the two largest cryptocurrencies are suitable as short-term safe-havens. The DCC and cDCC results show that their daily returns tend to correlate with S&P500 return negatively duri...

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Detalles Bibliográficos
Autores principales: Dwita Mariana, Christy, Ekaputra, Irwan Adi, Husodo, Zaäfri Ananto
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7566681/
https://www.ncbi.nlm.nih.gov/pubmed/33100925
http://dx.doi.org/10.1016/j.frl.2020.101798

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7566681/
https://www.ncbi.nlm.nih.gov/pubmed/33100925
http://dx.doi.org/10.1016/j.frl.2020.101798

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