Browsing by Author "Singh, Tanvir"

Filter results by typing the first few letters
Now showing 1 - 1 of 1
  • Thumbnail Image
    Item
    Hedging effectiveness of Cryptocurrencies in African Stock Markets
    (University of the Witwatersrand, Johannesburg, 2024) Singh, Tanvir
    The aim of this paper is twofold: first, to examine the hedging effectiveness of bitcoin for the biggest 7 African stock markets in bullish and bearish market conditions. Second, to contrast cryptocurrency to gold as a safe haven asset. To end, daily data from 2018 to 2022 were employed in an Autoregressive Distributive Lag (ARDL) framework. The findings have significant implications for investors, financial intermediaries and regulators.