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My bibliography Save this articleTime and frequency dynamics of connectedness and hedging performance in global stock markets: Bitcoin versus conventional hedges
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DOI: 10.1016/j.ribaf.2021.101479
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More about this item
Keywords
Bitcoin; Stock; Frequency analysis; Wavelet-based DCC-GARCH model; Connectedness; Hedging ability;All these keywords.
JEL classification:
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
Statistics
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