Hedging effectiveness of Cryptocurrencies in African Stock Markets
| dc.contributor.author | Singh, Tanvir | |
| dc.date.accessioned | 2025-02-27T09:44:55Z | |
| dc.date.issued | 2024 | |
| dc.description | A research report submitted in partial fulfillment of the requirements for the degree of Master of Management in Finance and Investments to the Faculty of Commerce, Law, and Management, Wits Business School, University of the Witwatersrand, Johannesburg, 2024 | |
| dc.description.abstract | 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. | |
| dc.description.submitter | MM2025 | |
| dc.faculty | Faculty of Commerce, Law and Management | |
| dc.identifier.citation | Singh, Tanvir. (2024). Hedging effectiveness of Cryptocurrencies in African Stock Markets [Master’s dissertation, University of the Witwatersrand, Johannesburg].WireDSpace. | |
| dc.identifier.uri | https://hdl.handle.net/10539/44009 | |
| dc.language.iso | en | |
| dc.publisher | University of the Witwatersrand, Johannesburg | |
| dc.rights | © 2025 University of the Witwatersrand, Johannesburg. All rights reserved. The copyright in this work vests in the University of the Witwatersrand, Johannesburg. No part of this work may be reproduced or transmitted in any form or by any means, without the prior written permission of University of the Witwatersrand, Johannesburg. | |
| dc.rights.holder | University of the Witwatersrand, Johannesburg | |
| dc.school | WITS Business School | |
| dc.subject | Hedging | |
| dc.subject | African Stock Markets | |
| dc.subject | Cryptocurrencies | |
| dc.subject | UCTD | |
| dc.subject.other | SDG-8: Decent work and economic growth | |
| dc.title | Hedging effectiveness of Cryptocurrencies in African Stock Markets | |
| dc.type | Dissertation |