Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time Frequencies

Dynamic Linkage between Bitcoin and Traditional Financial Assets: A Comparative Analysis of Different Time Frequencies

This study employs the ADCC-GARCH approach to investigate the dynamic correlation between bitcoin and 14 major financial assets in different time-frequency dimensions over the period 2013–2021, for which the risk diversification, hedging and safe-haven properties of bitcoin for those traditional ass...

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Bibliographic Details
Main Authors: Panpan Wang, Xiaoxing Liu, Sixu Wu
Format: Article
Language:English
Published: MDPI AG 2022-10-01
Series:Entropy
Subjects:
bitcoin
ADCC-GARCH
diversifier
hedge
safe haven
Online Access:https://www.mdpi.com/1099-4300/24/11/1565

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