Description
TL;DR: A quantile-regression study testing whether Bitcoin behaves as a hedge or safe-haven asset under different market conditions.
About This Document
Tanzeela Yaqoob and Hooria Akbar analyze daily data from July 18, 2010 through August 31, 2021. Bitcoin returns are compared with gold, silver, platinum, the S&P 500, the Shanghai Stock Exchange Composite Index, and exchange-rate risk across bearish and bullish conditions.
Why Bitcoin People May Care
The paper reports hedge and safe-haven behavior in parts of the sample and discusses portfolio and policy implications. It is a specific econometric argument tied to a defined period, not investment advice or proof that Bitcoin will protect every portfolio during the next ugly Tuesday.
What You Receive
Purchase reveals the verified preserved PDF location for this document.
Document Details
- Title: Is Bitcoin an Alternative Investment Asset? An Econometric Investigation of China and the USA
- Author / organization: Tanzeela Yaqoob; Hooria Akbar
- Year: 2023
- Document type: Economics research paper
- Pages: 25
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