Gold, platinum, and expected Bitcoin returns
Journal of Multinational Financial Management(2020)
摘要
•The ratio of Gold and Platinum (GP) as the aggregate market risk is examined.•Different econometric models and data sources for Bitcoin is used.•GP predicts future Bitcoin returns and there is volatility transmission.•The results are robust to including new year effects and data of different frequency.
更多查看译文
关键词
G01,G14
AI 理解论文
溯源树
样例
生成溯源树,研究论文发展脉络
Chat Paper
正在生成论文摘要