ListarPublicaciones e Investigación por tema "Safe haven"
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Impact of commodities and global stock prices on the idiosyncratic risk of Bitcoin during the COVID-19 pandemic
(LLC "CPC" Business Perspectives, 2021-11-24)In times of exogenous systemic shocks, such as the COVID-19 pandemic, it is important to identify hedge or safe haven assets. Therefore, this paper analyzes changes in the idiosyncratic risk of Bitcoin in a portfolio of ...