| bibtype |
J -
Journal Article
|
| ARLID |
0533623 |
| utime |
20240103224615.6 |
| mtime |
20201028235959.9 |
| SCOPUS |
85089536942 |
| WOS |
000561678000001 |
| DOI |
10.3389/fphy.2020.00296 |
| title
(primary) (eng) |
Grandpa, Grandpa, Tell Me the One About Bitcoin Being a Safe Haven: New Evidence From the COVID-19 Pandemic |
| specification |
| page_count |
6 s. |
| media_type |
E |
|
| serial |
| ARLID |
cav_un_epca*0520042 |
| ISSN |
2296-424X |
| title
|
Frontiers in Physics |
| volume_id |
8 |
| publisher |
| name |
Frontiers Research Foundation |
|
|
| keyword |
Bitcoin |
| keyword |
safe haven |
| keyword |
extreme events |
| keyword |
COVID-19 |
| keyword |
coronavirus |
| author
(primary) |
| ARLID |
cav_un_auth*0256902 |
| name1 |
Krištoufek |
| name2 |
Ladislav |
| institution |
UTIA-B |
| full_dept (cz) |
Ekonometrie |
| full_dept (eng) |
Department of Econometrics |
| department (cz) |
E |
| department (eng) |
E |
| full_dept |
Department of Econometrics |
| country |
CZ |
| fullinstit |
Ústav teorie informace a automatizace AV ČR, v. v. i. |
|
| source |
|
| source |
|
| cas_special |
| project |
| project_id |
GA20-17295S |
| agency |
GA ČR |
| ARLID |
cav_un_auth*0397556 |
|
| abstract
(eng) |
Bitcoin being a safe-haven asset is one of the traditional stories in the cryptocurrency community. However, during its existence and relevant presence, i.e., approximately since 2013, there has been no severe situation on the financial markets globally to prove or disprove this story until the COVID-19 pandemic. We study the quantile correlations of Bitcoin and two benchmarks—the S&P 500 and VIX—and make comparison with gold as the traditional safe-haven asset. The Bitcoin safe haven story is shown and discussed to be unsubstantiated and far-fetched, while gold comes out as a clear winner in this contest even when a broader cryptocurrency index (CRIX) is considered. |
| result_subspec |
WOS |
| RIV |
AH |
| FORD0 |
50000 |
| FORD1 |
50200 |
| FORD2 |
50201 |
| reportyear |
2021 |
| num_of_auth |
1 |
| inst_support |
RVO:67985556 |
| permalink |
http://hdl.handle.net/11104/0312006 |
| mrcbC61 |
1 |
| confidential |
S |
| article_num |
296 |
| mrcbC86 |
1* Article Physics Multidisciplinary |
| mrcbC91 |
A |
| mrcbT16-e |
PHYSICSMULTIDISCIPLINARY |
| mrcbT16-i |
1.14684 |
| mrcbT16-j |
0.957 |
| mrcbT16-s |
0.754 |
| mrcbT16-B |
76.448 |
| mrcbT16-D |
Q1 |
| mrcbT16-E |
Q3 |
| arlyear |
2020 |
| mrcbU14 |
85089536942 SCOPUS |
| mrcbU24 |
PUBMED |
| mrcbU34 |
000561678000001 WOS |
| mrcbU63 |
cav_un_epca*0520042 Frontiers in Physics 2296-424X 2296-424X Roč. 8 č. 7 2020 Frontiers Research Foundation |
|