On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
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DOI: 10.1016/j.frl.2016.09.025
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- Elie Bouri & Peter Molnár & Georges Azzi & David Roubaud & Lars Ivar Hagfors, 2017. "On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?," Post-Print hal-02000697, HAL.
References listed on IDEAS
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More about this item
Keywords
Bitcoin; Cryptocurrency; Diversifier; Hedge; Safe haven; DCC;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
- Q02 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - General - - - Commodity Market
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