Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties
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DOI: 10.1016/j.irfa.2022.102069
Abstract: This paper examines return and volatility connectedness between Bitcoin, traditional financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and major global uncertainty measures (the Economic Policy Uncertainty-EPU, the Twitter-based Economic Uncertainty-TEU,… read more here.
Keywords: traditional financial; risk transmissions; covid era; financial assets ... See more keywords
Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time Frequencies
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DOI: 10.3390/e24111565
Abstract: 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… read more here.
Keywords: bitcoin; term; bitcoin traditional; financial assets ... See more keywords