Afficher la notice abrégée

dc.rights.licenseopenen_US
hal.structure.identifierBordeaux Sciences Economiques [BSE]
dc.contributor.authorYATIE, Alhonita
dc.date.accessioned2022-03-30T15:01:40Z
dc.date.available2022-03-30T15:01:40Z
dc.identifier.urihttps://oskar-bordeaux.fr/handle/20.500.12278/136571
dc.description.abstractEnThis paper studies the impact of fear, uncertainty and market volatility caused by the Ukraine-Russia war on crypto-assets returns (Bitcoin and Ethereum) and Gold returns. We use the searches on Wikipedia trends as proxies of uncertainty and fear and two volatility indices: S&P500 VIX and the Russian VIX (RVIX). The results show that Bitcoin, Ethereum and Gold failed as safe havens during this war.
dc.language.isoENen_US
dc.rightsAttribution 3.0 United States*
dc.rights.urihttp://creativecommons.org/licenses/by/3.0/us/*
dc.subject.enWar
dc.subject.enRussia
dc.subject.enUkraine
dc.subject.encrypto-assets
dc.subject.enGold
dc.subject.enSafe haven
dc.title.enFailure of Gold, Bitcoin and Ethereum as safe havens during the Ukraine-Russia war
dc.typeDocument de travail - Pré-publicationen_US
dc.subject.halÉconomie et finance quantitative [q-fin]en_US
bordeaux.hal.laboratoriesBordeaux Sciences Economiques / Bordeaux School of Economics -BSE) - UMR 6060en_US
bordeaux.institutionUniversité de Bordeauxen_US
bordeaux.institutionCNRSen_US
hal.identifierhal-03625196
hal.version1
hal.date.transferred2022-03-30T15:01:42Z
hal.exporttrue
dc.rights.ccCC BYen_US
bordeaux.COinSctx_ver=Z39.88-2004&rft_val_fmt=info:ofi/fmt:kev:mtx:journal&rft.au=YATIE,%20Alhonita&rft.genre=preprint


Fichier(s) constituant ce document

Thumbnail
Thumbnail

Ce document figure dans la(les) collection(s) suivante(s)

Afficher la notice abrégée