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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...

पूर्ण विवरण

में बचाया:
ग्रंथसूची विवरण
में प्रकाशित:Financ Res Lett
मुख्य लेखकों: Dwita Mariana, Christy, Ekaputra, Irwan Adi, Husodo, Zaäfri Ananto
स्वरूप: Artigo
भाषा:Inglês
प्रकाशित: Elsevier Inc. 2021
विषय:
ऑनलाइन पहुंच: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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