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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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Bibliographic Details
Main Authors:	Chan, Jireh Yi-Le, Phoong, Seuk Wai, Phoong, Seuk Yen, Cheng, Wai Khuen, Chen, Yen-Lin
Format:	Article
Published:	MDPI 2023
Subjects:	QA Mathematics
Online Access:	http://eprints.um.edu.my/38680/
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