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Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?
Utilizing the WHO COVID-19 pandemic statement, we test Bitcoin and Ethereum as safe-havens for stocks. We find that the two largest cryptocurrencies are suitable as short-term safe-havens. The DCC and cDCC results show that their daily returns tend to correlate with S&P500 return negatively duri...
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| Vydáno v: | Financ Res Lett |
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| Hlavní autoři: | , , |
| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
Elsevier Inc.
2021
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| Témata: | |
| On-line přístup: | https://ncbi.nlm.nih.gov/pmc/articles/PMC7566681/ https://ncbi.nlm.nih.gov/pubmed/33100925 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.frl.2020.101798 |
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