Dynamic Connectedness between Bitcoin, Gold, and Crude Oil Volatilities and Returns
This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019. The paper’s motivation is based upon the idea that bitcoin can be similar to gold in terms of its hedging properties and can be used for hedging for different assets. Moreover, altho...
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| Format: | Article |
| Language: | English |
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MDPI AG
2020-11-01
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| Series: | Journal of Risk and Financial Management |
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| Online Access: | https://www.mdpi.com/1911-8074/13/11/275 |