The Bitcoin Halving Cycle Volatility Dynamics and Safe Haven-Hedge Properties: A MSGARCH Approach

The Bitcoin Halving Cycle Volatility Dynamics and Safe Haven-Hedge Properties: A MSGARCH Approach

This paper introduces a unique perspective towards Bitcoin safe haven and hedge properties through the Bitcoin halving cycle. The Bitcoin halving cycle suggests that Bitcoin price movement follows specific sequences, and Bitcoin price movement is independent of other assets. This has significant imp...

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Bibliographic Details
Main Authors: Jireh Yi-Le Chan, Seuk Wai Phoong, Seuk Yen Phoong, Wai Khuen Cheng, Yen-Lin Chen
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Mathematics
Subjects:
MSGARCH
symmetry
regime changes
safe haven
hedge properties
Bitcoin
Online Access:https://www.mdpi.com/2227-7390/11/3/698

Internet

https://www.mdpi.com/2227-7390/11/3/698

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