Does Gold Hedge Against Stock Market Returns? Bitcoin? Evidence from Tri-variate BEKK Regressions
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저자
황용일
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제어번호
105906993
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학술지명
산업경제연구
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권호사항
Vol.
31
No.
4
[
2018
]
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발행처
한국산업경제학회
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발행처 URL
http://www.kiea.ne.kr
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자료유형
학술저널
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수록면
1213-1233
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언어
English
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출판년도
2018
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등재정보
KCI등재
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판매처
'
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.
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Which is Efficient to Hedge against Capital Markets, between Bitcoin and Gold?
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Tests for Skewness, Kurtosis, and Normality for Time Series Data
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Testing for Multiple Bubbles in Bitcoin Markets : A Generalized Sup ADF Test
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Testing for Asymmetric Nonlinear Short-and Long-run Relationships between Bitcoin, Aggregate Commodity and Gold Prices
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Studies of Stock Market Volatility Changes
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Portfolio Diversification with Virtual Currency : Evidence from Bitcoin
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On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks
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On the Hedge and Safe-haven of Bitcoin : Is it Really more than Diversifier?
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On the Determinants of Bitcoin Returns: A LASSO Approach
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Multivariate Simultaneous Generalized ARCH
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Is Gold a Hedge or a Safe-haven? International Evidence
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Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
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Hedging Capabilities of Bitcoin. Is it Virtual Gold?
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Bitcoin: A Peer-to-Peer Electronic Cash System
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Bitcoin, Gold and Dollar-A GARCH Volatility Analysis
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Asymmetric Long Memory GARCH in Exchange Return
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Does Gold Hedge Against Stock Market Returns? Bitcoin? Evidence from Tri-variate BEKK Regressions'
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