Which is Efficient to Hedge against Capital Markets, between Bitcoin and Gold?
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저자
황용일
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제어번호
106056820
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학술지명
금융공학연구
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권호사항
Vol.
17
No.
2
[
2018
]
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발행처
한국금융공학회
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자료유형
학술저널
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수록면
193-233
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언어
English
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출판년도
2018
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등재정보
KCI등재
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판매처
'
Which is Efficient to Hedge against Capital Markets, between Bitcoin and Gold?' 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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Virtual currency, tangible return: portfolio diversification with bitcoins
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The inflation-growth nexus
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The asymmetric volatility in the gold market revisited
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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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Relationship between inflation rate and inflation uncertainty
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Portfolio Diversification with Virtual Currency : Evidence from Bitcoin
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On the return-volatility relationship in the Bitcoin market around the price crash of 2013 (No. 2016-41)
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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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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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Gold as a hedge against the dollar
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Generalized autoregressive conditional heteroskedasticity
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Examining the flight to safety with the implied volatilities
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Efficiency, multifractality, and the long-memory property of the Bitcoin market: A comparative analysis with stock, currency, and gold markets
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Does the Value of US Dollar Matter with the Price of oil and Gold? A Dynamic Analysis from Time-frequency Space
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Competition in cryptocurrency market
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Causality between inflation and real growth
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Can volume predict Bitcoin returns and volatility? A quantiles-based approach
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Bitcoin: A Peer-to-Peer Electronic Cash System
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Bitcoin-asset or currency? Revealing users’ hidden intentions
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Bitcoin currency or investment?
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Bitcoin Surpasses $4,000 Due to Strong Japanese Demand: CNBC
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Autoregressive conditional heteroskedasticity with estimates of the variances of United Kingdom inflation
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Asymmetric volatility in the gold market
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Asymmetric Long Memory GARCH in Exchange Return
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Another Look between component and long memory GARCH models
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Another Look between Gold and Bitcoin in Macro-economy
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All in Family: nesting symmetric and asymmetric GARCH models
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Which is Efficient to Hedge against Capital Markets, between Bitcoin and Gold?'
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