Work

Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin?

Year: 2018

Type: article

Source: International Review of Financial Analysis

DOI: 10.1016/j.irfa.2018.12.010

Authors: Libing Fang, Elie Bouri, Rangan Gupta, David Roubaud

Institutions: Nanjing University, Holy Spirit University of Kaslik, University of Pretoria, MBS School of Business

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W2898449608

FWCI: 43.21

Cites: 49

Cited by: 318

Related to: 10