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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2022
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| 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 |