@article{816, keywords = {Bitcoin, Cryptocurrency, Multivariate stochastic volatility, Safe haven}, author = {Agata Kliber and Paweł Marszałek and Ida Musiałkowska and Katarzyna Świerczyńska}, title = {Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation - A stochastic volatility approach}, year = {2019}, journal = {Physica A: Statistical Mechanics and its Applications}, }