Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach

The study aims to examine the hedge and safe-haven properties of three heavyweight cryptocurrencies—Bitcoin, Ripple, and Ethereum—against the stock, commodity, and foreign exchange markets. The study sample covers the period of August 2011 to September 2020 and therefore includes the current coronav...

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Detalles Bibliográficos
Autores principales: Melki, Abir, Nefzi, Nourhaine
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8994441/
https://www.ncbi.nlm.nih.gov/pubmed/35431681
http://dx.doi.org/10.1016/j.frl.2021.102243

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8994441/
https://www.ncbi.nlm.nih.gov/pubmed/35431681
http://dx.doi.org/10.1016/j.frl.2021.102243

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