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

Urquhart, A. and Zhang, H. orcid.org/0000-0002-8727-4906 (2019) Is Bitcoin a hedge or safe haven for currencies? An intraday analysis. International Review of Financial Analysis, 63. pp. 49-57. ISSN 1057-5219

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Copyright, Publisher and Additional Information: © 2019 Elsevier. This is an author produced version of a paper subsequently published in International Review of Financial Analysis. Uploaded in accordance with the publisher's self-archiving policy. Article available under the terms of the CC-BY-NC-ND licence (https://creativecommons.org/licenses/by-nc-nd/4.0/).
Keywords: Safe haven; Hedge; Bitcoin; High frequency; Dynamic conditional correlation
Dates:
  • Accepted: 22 February 2019
  • Published (online): 25 February 2019
  • Published: 1 May 2019
Institution: The University of Sheffield
Academic Units: The University of Sheffield > Faculty of Social Sciences (Sheffield) > Sheffield University Management School
Depositing User: Symplectic Sheffield
Date Deposited: 21 Mar 2019 12:25
Last Modified: 25 Aug 2020 00:38
Status: Published
Publisher: Elsevier
Refereed: Yes
Identification Number: https://doi.org/10.1016/j.irfa.2019.02.009

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