The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks

Symitsi, E orcid.org/0000-0001-6371-4156 and Chalvatzis, KJ (2019) The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks. Research in International Business and Finance, 48. pp. 97-110. ISSN 0275-5319

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Copyright, Publisher and Additional Information: © 2018 Elsevier B.V. All rights reserved. This is an author produced version of a paper published in Research in International Business and Finance. Uploaded in accordance with the publisher's self-archiving policy.
Keywords: Bitcoin; Portfolio; Economic value; Non-bubble; Dynamic conditional correlation
Dates:
  • Published: April 2019
  • Accepted: 2 December 2018
  • Published (online): 5 December 2018
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Accounting & Finance Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 11 Jan 2019 16:18
Last Modified: 05 Jun 2019 00:43
Status: Published
Publisher: Elsevier
Identification Number: https://doi.org/10.1016/j.ribaf.2018.12.001

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