On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?
By Elie Bouri, Péter Molnár, Georges Azzi, David Roubaud, Lars Ivar Hagfors. 2017
1,282 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Information Systems, Sociology and Political Science
View Paper: https://www.semanticscholar.org/paper/becc76a130cd37d9441ff38ff9dc60c5218bff38
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Elie Bouri
- Brian M. Lucey
- Shaen Corbet
- Andrew Urquhart
- Rangan Gupta
- David Roubaud
- L. Yarovaya
- David Gabauer
In Information Systems
- Andrew Urquhart
- Brian M. Lucey
- Shaen Corbet
- Elie Bouri
- Pengfei Wang
- L. Yarovaya
- David Roubaud
- Dehua Shen
In Sociology and Political Science
- Andrew Urquhart
- Pengfei Wang
- Rangan Gupta
- Tetsuya Takaishi
- Shaen Corbet
- Brian M. Lucey
- Emmanouil Platanakis
- Elie Bouri
Citations in the corpus
- COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin (2020, background): “6 the general findings of Bouri et al. (2017a) and Das et al.”
- Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017, neutral): “On the other hand, Popper (2015) considers Bitcoin to be digital gold and Bouri et al. (2017a, 2017b) highlight some valuable characteristics of Bitcoin as an investment.”
- Should investors include Bitcoin in their portfolios? A portfolio theory approach (2020, methodology): “Also, Bouri et al (2017b) employ a DCC model and show limited evidence of the hedging and safe haven properties of Bitcoin, although it can still be an effective diversifier.”