About: Are Cryptocurrencies a Safe Haven for Equity Markets? An International Perspective from the COVID-19 Pandemic

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An Entity of Type : schema:ScholarlyArticle, within Data Space : wasabi.inria.fr associated with source document(s)

Attributes	Values
type	Academic Article research paper schema:ScholarlyArticle
isDefinedBy	Covid-on-the-Web dataset
has title	Are Cryptocurrencies a Safe Haven for Equity Markets? An International Perspective from the COVID-19 Pandemic
Creator	Corbet, Shaen Conlon, Thomas Mcgee, Richard
Source	Elsevier; PMC
abstract	Abstract The COVID-19 pandemic provided the first widespread bear market conditions since the inception of cryptocurrencies. We test the widely mooted safe haven properties of Bitcoin, Ethereum and Tether from the perspective of international equity index investors. Bitcoin and Ethereum are not a safe haven for the majority of international equity markets examined, with their inclusion adding to portfolio downside risk. Only investors in the Chinese CSI 300 index realized modest downside risk benefits (contingent on very limited allocations to Bitcoin or Ethereum). As Tether successfully maintained its peg to the US dollar during the COVID-19 turmoil, it acted as a safe haven investment for all of the international indices examined. We caveat the latter findings with a warning that Tether's dollar peg has not always been maintained, with evidence of impaired downside risk hedging properties earlier in our sample.
has issue date	2020-06-04(xsd:dateTime)
bibo:doi	10.1016/j.ribaf.2020.101248
has license	els-covid
sha1sum (hex)	013fed374bad6d4ba0c272be6b6571b07200e6cb
schema:url	https://doi.org/10.1016/j.ribaf.2020.101248
resource representing a document's title	Are Cryptocurrencies a Safe Haven for Equity Markets? An International Perspective from the COVID-19 Pandemic
has PubMed Central identifier	PMC7271856
resource representing a document's body	covid:013fed374bad6d4ba0c272be6b6571b07200e6cb#body_text
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