Hedge and safe-haven properties of Cryptocurrencies: evidence in east asia-5 market
AbstractThis study examined the capabilities of six cryptocurrencies as a hedge and safe haven against the stock indices and foreign exchange rate in the East Asia-5 markets. According, MGARCH-DCC was adopted and implemented in data collection processes together with Rathner and Chiu regression meth...
Main Authors: | , , , |
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Format: | Article |
Language: | English |
Published: |
Taylor & Francis Group
2023-12-01
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Series: | Cogent Economics & Finance |
Subjects: | |
Online Access: | https://www.tandfonline.com/doi/10.1080/23322039.2023.2183640 |