Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time Frequencies

This study employs the ADCC-GARCH approach to investigate the dynamic correlation between bitcoin and 14 major financial assets in different time-frequency dimensions over the period 2013–2021, for which the risk diversification, hedging and safe-haven properties of bitcoin for those traditional ass...

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Detalles Bibliográficos
Autores principales: Wang, Panpan, Liu, Xiaoxing, Wu, Sixu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689522/
https://www.ncbi.nlm.nih.gov/pubmed/36359656
http://dx.doi.org/10.3390/e24111565

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9689522/
https://www.ncbi.nlm.nih.gov/pubmed/36359656
http://dx.doi.org/10.3390/e24111565

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