Cryptocurrencies as hedges and safe-havens for US equity sectors
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DOI: 10.1016/j.qref.2019.05.001
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More about this item
Keywords
Bitcoin; Cryptocurrencies; Hedge; Safe-haven; US equity sectors; Quantiles;All these keywords.
JEL classification:
- C11 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Bayesian Analysis: General
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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