Bitcoin vs Inflation: Can Bitcoin Be a Macro Hedge? Evidence from a Quantile-on-Quantile Model.

被引：0
|
作者：
Matkovskyy, Roman [1 ]
Jalan, Akanksha [1 ]
机构：
[1] ESC Rennes School of Business, France
来源：
SSRN | 2021年
关键词：
Inflation - Market returns - Property - Quantile models - Quantile regression;
D O I：
暂无
中图分类号：
学科分类号：
摘要：
40
引用
收藏
相关论文
共 50 条
  • [1] Can Bitcoin Be an Inflation Hedge? Evidence from a Quantile-on-Quantile Model
    Matkovskyy, Roman
    Jalan, Akanksha
    REVUE ECONOMIQUE, 2021, 72 (05): : 785 - 797
  • [2] Does transaction activity predict Bitcoin returns? Evidence from quantile-on-quantile analysis
    Hau, Liya
    Zhu, Huiming
    Shahbaz, Muhammad
    Sun, Wuqin
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 55
  • [3] Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
    Bouri, Elie
    Gupta, Rangan
    Tiwari, Aviral Kumar
    Roubaud, David
    FINANCE RESEARCH LETTERS, 2017, 23 : 87 - 95
  • [4] Does Bitcoin Hedge Categorical Economic Uncertainty? A Quantile Analysis
    Mokni, Khaled
    Bouri, Elie
    Ajmi, Ahdi Noomen
    Xuan Vinh Vo
    SAGE OPEN, 2021, 11 (02):
  • [5] Does gold act as a hedge against different nuances of inflation? Evidence from Quantile-on-Quantile and causality-in- quantiles approaches
    Shahzad, Syed Jawad Hussain
    Mensi, Walid
    Hammoudeh, Shawkat
    Sohail, Asiya
    Al-Yahyaee, Khamis Hamed
    RESOURCES POLICY, 2019, 62 : 602 - 615
  • [6] Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression
    Ge, Zhenyu
    Sun, Yang
    INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS, 2024, 92
  • [7] Bitcoin and CEE stock markets: fresh evidence from using the DECO-GARCH model and quantile on quantile regression
    Ngo Thai Hung
    EUROPEAN JOURNAL OF MANAGEMENT AND BUSINESS ECONOMICS, 2021, 30 (02) : 261 - 280
  • [8] Reactions of Bitcoin and Gold to Categorical Financial Stress: New Evidence from Quantile Estimation
    Hoque, Mohammad Enamul
    Low, Soo-Wah
    RISKS, 2022, 10 (07)
  • [9] Quantile-on-quantile connectedness measures: Evidence from the US treasury yield curve
    Gabauer, David
    Stenfors, Alexis
    FINANCE RESEARCH LETTERS, 2024, 60
  • [10] Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence
    Tiwari, Aviral Kumar
    Abakah, Emmanuel Joel Aikins
    Rehman, Mohd Ziaur
    Lee, Chi-Chuan
    APPLIED ECONOMICS, 2024, 56 (03) : 286 - 300
12345