Whether virtual currency can be a hedge or a safe haven to financial markets? An example of CNY-denominated Bitcoin.
碩士 === 國立臺北大學 === 國際企業研究所 === 106 === The purpose of this paper is going to investigate whether Bitcoin is a good hedge or not. First, we use Diebold and Yilmaz’s (2012) spillover index model to find out the Bitcoin leadership between BTC against CAD, USD, CNY, ILS, EUR, GBP and AUD. Then, use the l...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | en_US |
| Published: |
2016
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| Online Access: | http://ndltd.ncl.edu.tw/handle/jymee6 |