Okoroafor, Ugochi Chibuzor; Leirvik, Thomas (Journal article; Tidsskriftartikkel; Peer reviewed, 2023-05-29)
This study investigates the hedge and safe-haven possibilities with bitcoin, gold and crude oil
in different equity markets in the presence of time-varying market inefficiency. Our results
indicate that periods of market inefficiency for the Bitcoin, gold and crude oil price positively
influence their function as a hedge asset for the equity markets of Japan, China, the US,
Europe and emerging ...