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...
Main Authors: | Panpan Wang, Xiaoxing Liu, Sixu Wu |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2022-10-01
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Series: | Entropy |
Subjects: | |
Online Access: | https://www.mdpi.com/1099-4300/24/11/1565 |
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