Can Bitcoin be a diversifier, hedge or safe haven tool? Evidence from US markets
This dissertation explores Bitcoin’s role as a hedge, safe-haven and a diversifier from a US investor’s perspective using a most recent and a longer time horizon between 2010 and 2019. First, the OLS regression with HAC covariance estimator confirms that most external economic factors do not exert a...
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| Format: | Dissertation (University of Nottingham only) |
| Language: | English |
| Published: |
2020
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| Online Access: | https://eprints.nottingham.ac.uk/62906/ |