TY - JOUR
KW - Bitcoin
KW - Cryptocurrency
KW - Multivariate stochastic volatility
KW - Safe haven
AU - Agata Kliber
AU - Paweł Marszałek
AU - Ida Musiałkowska
AU - Katarzyna Świerczyńska
BT - Physica A: Statistical Mechanics and its Applications
PY - 2019
T2 - Physica A: Statistical Mechanics and its Applications
TI - Bitcoin: Safe haven, hedge or diversifier? Perception of bitcoin in the context of a country’s economic situation - A stochastic volatility approach
ER -