Is Bitcoin a hedge? How extreme volatility can destroy the hedge property
Dirk G. Baur, Lai T. Hoang, Md Zakir Hossain
Topics & Concepts
HedgeVolatility (finance)PortfolioCryptocurrencyEconomicsTail riskEconometricsEquity (law)Financial economicsComputer scienceEcologyBiologyComputer securityPolitical scienceLawBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityComplex Systems and Time Series Analysis