Co-movement of bitcoin, gold, USD, oil and VIX: evidence of wavelet coherence and DCC-GARCH from the pandemic period
This study examines the relations of Bitcoin (BTC) prices and fluctuations with gold, USD, oil, VIX index, hedging, and diversification features in Turkiye. For this purpose, wavelet coherence and dynamic conditional correlations (DCCs) were used in the study. Our research explores whether the bubbl...
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| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
University in Belgrade
2024-11-01
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| Series: | Serbian Journal of Management |
| Subjects: | |
| Online Access: | https://aseestant.ceon.rs/index.php/sjm/article/view/45753/25832 |
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