논문상세정보
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- 저자 황용일
- 제어번호 105906993
- 학술지명 산업경제연구
- 권호사항 Vol. 31 No. 4 [ 2018 ]
- 발행처 한국산업경제학회
- 발행처 URL http://www.kiea.ne.kr
- 자료유형 학술저널
- 수록면 1213-1233
- 언어 English
- 출판년도 2018
- 등재정보 KCI등재
- 판매처
유사주제 논문( 0)
Does Gold Hedge Against Stock Market Returns? Bitcoin? Evidence from Tri-variate BEKK Regressions
황용일
2018년
' Does Gold Hedge Against Stock Market Returns? Bitcoin? Evidence from Tri-variate BEKK Regressions' 의 참고문헌
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Which is proper to hedge against inflation, stock and foreign exchange, between gold and bitcoin? Evidence from BEKK regressions.황용일 [2018]
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Which is Efficient to Hedge against Capital Markets, between Bitcoin and Gold?황용일 [2018]
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Tests for Skewness, Kurtosis, and Normality for Time Series DataBai, Jushan [2005]
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Testing for Multiple Bubbles in Bitcoin Markets : A Generalized Sup ADF TestSu, C. [2018]
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Testing for Asymmetric Nonlinear Short-and Long-run Relationships between Bitcoin, Aggregate Commodity and Gold PricesBouri, E. [2018]
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Studies of Stock Market Volatility ChangesBlack, F. [1976]
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Portfolio Diversification with Virtual Currency : Evidence from BitcoinGuesmi, K. [2018]
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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on StocksGlosten, Lawrence R. [1993]
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On the Hedge and Safe-haven of Bitcoin : Is it Really more than Diversifier?Bouri, E. [2017]
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On the Determinants of Bitcoin Returns: A LASSO ApproachPanagiotidis, T. [2018]
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Multivariate Simultaneous Generalized ARCHBaba, Y. [1990]
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Is Gold a Hedge or a Safe-haven? International EvidenceBaur, D.G. [2010]
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Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and GoldBaur, D.G. [2010]
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Hedging Capabilities of Bitcoin. Is it Virtual Gold?Dyhrberg, A. H. [2016]
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Bitcoin: A Peer-to-Peer Electronic Cash System
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Bitcoin, Gold and Dollar-A GARCH Volatility AnalysisDyhrberg, A. H. [2016]
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Asymmetric Long Memory GARCH in Exchange ReturnHwang, Y. [2001]