References
[1]. Wong, W. S., Saerbeck, D., & Delgado Silva, D. (2018, February 18). Cryptocurrency: A new investment opportunity? an investigation of the hedging capability of cryptocurrencies and their influence on stock, Bond and gold portfolios.
[2]. Corbet, S., Hou, Y. (G., Hu, Y., Larkin, C., & Oxley, L. (2020, July 7). Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic. Economics Letters.
[3]. Conlon, T., & McGee, R. (2020, May 24). Safe haven or risky hazard? bitcoin during the COVID-19 bear market. Finance Research Letters.
[4]. Hasan, M. B., Hassan, M. K., Rashid, M. M., & Alhenawi, Y. (2021, August 13). Are Safe Haven assets really safe during the 2008 global financial crisis and covid-19 pandemic? Global Finance Journal.
[5]. Sharpe, William F. Mutual Fund Performance, Journal of Business, January 1966, pp. 119–138.
[6]. Henriques, Irene, and Perry Sadorsky. 2018. "Can Bitcoin Replace Gold in an Investment Portfolio?" Journal of Risk and Financial Management 11, no. 3: 48.
[7]. Bessler, W., Taushanov, G., & Wolff, D. (2021, May 29). Factor investing and asset allocation strategies: A comparison of factor versus sector optimization - Journal of Asset Management.
[8]. Yoshino, N., Taghizadeh-Hesary, F., & Otsuka, M. (2020, July 12). Covid-19 and optimal portfolio selection for investment in Sustainable Development Goals. Finance Research Letters.
Cite this article
Guan,S.;Jiang,H.;Zhou,M.;Liu,J. (2023). Is Bitcoin the 'Digit Gold'——A Potential Safe-haven Asset?. Advances in Economics, Management and Political Sciences,4,392-401.
Data availability
The datasets used and/or analyzed during the current study will be available from the authors upon reasonable request.
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References
[1]. Wong, W. S., Saerbeck, D., & Delgado Silva, D. (2018, February 18). Cryptocurrency: A new investment opportunity? an investigation of the hedging capability of cryptocurrencies and their influence on stock, Bond and gold portfolios.
[2]. Corbet, S., Hou, Y. (G., Hu, Y., Larkin, C., & Oxley, L. (2020, July 7). Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic. Economics Letters.
[3]. Conlon, T., & McGee, R. (2020, May 24). Safe haven or risky hazard? bitcoin during the COVID-19 bear market. Finance Research Letters.
[4]. Hasan, M. B., Hassan, M. K., Rashid, M. M., & Alhenawi, Y. (2021, August 13). Are Safe Haven assets really safe during the 2008 global financial crisis and covid-19 pandemic? Global Finance Journal.
[5]. Sharpe, William F. Mutual Fund Performance, Journal of Business, January 1966, pp. 119–138.
[6]. Henriques, Irene, and Perry Sadorsky. 2018. "Can Bitcoin Replace Gold in an Investment Portfolio?" Journal of Risk and Financial Management 11, no. 3: 48.
[7]. Bessler, W., Taushanov, G., & Wolff, D. (2021, May 29). Factor investing and asset allocation strategies: A comparison of factor versus sector optimization - Journal of Asset Management.
[8]. Yoshino, N., Taghizadeh-Hesary, F., & Otsuka, M. (2020, July 12). Covid-19 and optimal portfolio selection for investment in Sustainable Development Goals. Finance Research Letters.