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Applied Economics Letters Volume 28, 2021 - Issue 10
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Research Article

When Bitcoin has the flu: on Bitcoin’s performance to hedge equity risk in the early wake of the COVID-19 outbreak

Klaus GrobysSchool of Accounting and Finance, Innovation and Entrepreneurship InnoLab, University of Vaasa, Vaasa, FinlandCorrespondence[email protected]
Pages 860-865 | Published online: 26 Jun 2020

References

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  • Baur, D. G., and T. K. McDermott. 2010. “Is Gold a Safe Haven? International Evidence.” Journal of Banking and Finance 34: 1886–1898. doi:10.1016/j.jbankfin.2009.12.008.
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  • Qiang, J., E. Bouri, R. Gupta, and D. Roubaud. 2018. “Network Causality Structures among Bitcoin and Other Financial Assets: A Directed Acyclic Graph Approach.” The Quarterly Review of Economics and Finance 70: 203–213. doi:10.1016/j.qref.2018.05.016.
  • Rehse, D., R. Riordan, N. Rottke, and J. Zietz. 2019. “The Effects of Uncertainty on Market Liquidity: Evidence from Hurricane Sandy.” Journal of Financial Economics 134: 318–332. doi:10.1016/j.jfineco.2019.04.006.
  • Shahzad, S. J. H., E. Bouri, D. Roubaud, L. Kristoufek, and B. Lucey. 2019. “Is Bitcoin a Better Safe- Haven Investment than Gold and Commodities?” International Review of Financial Analysis 63: 322–330. doi:10.1016/j.irfa.2019.01.002.

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