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