Is the status of gold threatened by Bitcoin?

This paper evinces the ability of gold to avoid risks during periods with great fluctuations in the Bitcoin market. We apply bootstrap full- and subsample rolling-window Granger causality tests to explore the causal relationship between Bitcoin price (BCP) and gold price (GP). The empirical results...

Full description

Bibliographic Details
Main Authors: Chi-Wei Su, Meng Qin, Ran Tao, Xiaoyan Zhang
Format: Article
Language:English
Published: Taylor & Francis Group 2020-01-01
Series:Ekonomska Istraživanja
Subjects:
Online Access:http://dx.doi.org/10.1080/1331677X.2020.1718524