Browsing NTNU Open by Author "Nygaard, Magnus Frostholm"
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An assessment of Bitcoins capabilities as a diversifier, hedge and safe haven
Stensås, Anders; Nygaard, Magnus Frostholm (Master thesis, 2018)In this article, we use a Dynamic Conditional Correlation (DCC) model to assess whether Bitcoin acts as a diversifier, hedge or a safe haven against movements in major developed and developing markets, as well as different ... -
Can Bitcoin be a diversifier, hedge or safe haven tool?
Stensås, Anders; Nygaard, Magnus Frostholm; Kyaw, Khine; Treepongkaruna, Sirimon (Journal article; Peer reviewed, 2019)This paper investigates whether Bitcoin acts as a diversifier, hedge or safe haven tool for investors in major developed and developing markets, as well as for commodities. This paper employs the GARCH Dynamic Conditional ...