Work

Is Bitcoin a Hedge? How Extreme Volatility Can Destroy the Hedge Property

Year: 2021

Type: article

Source: Finance research letters

DOI: 10.1016/j.frl.2021.102655

Authors: Dirk G. Baur, Lai T. Hoang, Md Zakir Hossain

Institution: The University of Western Australia

Language: English

Topic: Financial Risk and Volatility Modeling

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: green

OpenAlex ID: W4226529925

FWCI: 5.182

Cites: 32

Cited by: 48

Related to: 10