The bitcoin halving cycle volatility dynamics and safe haven-hedge properties: A MSGARCH approach
This paper introduces a unique perspective towards Bitcoin safe haven and hedge properties through the Bitcoin halving cycle. The Bitcoin halving cycle suggests that Bitcoin price movement follows specific sequences, and Bitcoin price movement is independent of other assets. This has significant imp...
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| Main Authors: | , , , , |
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| Format: | Article |
| Published: |
MDPI
2023
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| Subjects: | |
| Online Access: | http://eprints.um.edu.my/38680/ |
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