MODELING THE DEPENDENCE STRUCTURE BETWEEN BITCOIN, GOLD, AND EQUITY MARKETS IN TIMES OF CRISIS: A COPULA-BASED PERSPECTIVE
This paper investigates whether Bitcoin serves as a safe haven and a diversification tool for both developed and emerging stock markets during the COVID-19 crisis, in comparison with gold. The analysis covers daily data from June 18, 2012, to May 25, 2020, across a representative set of developed (S...
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| Principais autores: | , , |
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| Format: | Artigo |
| Sprog: | Inglês |
| Udgivet: |
Sciendo
2026-03-01
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| Serier: | ECONOMICS |
| Fag: | |
| Online adgang: | https://doi.org/10.2478/eoik-2026-0018 |
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