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Is Bitcoin a hedge or safe haven for currencies? An intraday analysis

2019515 citationsJournal Article

Authors

Andrew Urquhart · ICMA Centre

Hanxiong Zhang · University of Sheffield

Topics & Keywords

Market Dynamics and Volatility Blockchain Technology Applications and Security Complex Systems and Time Series Analysis

Publication Details

Published in: International Review of Financial Analysis

Volume 63, pp. 49-57

DOI: 10.1016/j.irfa.2019.02.009

Field-Weighted Citation Impact: 141.53

Is Bitcoin a hedge or safe haven for currencies? An intraday analysis | Researchclopedia