Does bitcoin provide hedge to Islamic stock markets for pre- and during COVID-19 outbreak? A comparative analysis with gold

This paper applies the DCC-FIGARCH model to investigate the role of Bitcoin as a hedge and safe haven for Islamic stock markets in comparison with gold. We use daily data for the period January 2010–May 2020, which covers the recent COVID-19 pandemic. Empirical results show that the dynamic correlat...

Descripción completa

Detalles Bibliográficos
Autores principales: Chkili, Walid, Ben Rejeb, Aymen, Arfaoui, Mongi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8502762/
https://www.ncbi.nlm.nih.gov/pubmed/34658486
http://dx.doi.org/10.1016/j.resourpol.2021.102407

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8502762/
https://www.ncbi.nlm.nih.gov/pubmed/34658486
http://dx.doi.org/10.1016/j.resourpol.2021.102407

Ejemplares similares