On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?-Reference-Cited by-同舟云学术

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On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?

Published:2017-02 Issue: Volume:20 Page:192-198
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Bouri Elie^ORCID,Molnár Peter,Azzi Georges,Roubaud David,Hagfors Lars Ivar

Publisher

Elsevier BV

Subject

Finance

Reference19 articles.

1. Can Volume Predict Bitcoin Returns and Volatility? A Nonparametric Causality-in-Quantiles Approach;Balcilar,2016

2. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;Financ. Rev.,2010

3. Modelling Long Memory Volatility in the Bitcoin Market: Evidence of Persistence and Structural Breaks;Bouri,2016

4. Price discovery on Bitcoin exchanges;Brandvold;J. Int. Financ. Markets Institut. Money,2015

5. The economics of Bitcoin price formation;Ciaian;Appl. Econ.,2016

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