Bitcoin and global financial stress : A copula-based approach to dependence and causality in the quantiles

Elie Bouri, Rangan Gupta, Chi Keung Marco Lau, David Roubaud, Shixuan Wang

    Research output: Contribution to journalArticlepeer-review

    47 Citations (Scopus)

    Abstract

    We apply different techniques and uncover the quantile conditional dependence between the global financial stress index and Bitcoin returns from July 18, 2010, to December 29, 2017. The results from the copula-based dependence show evidence of right-tail dependence between the global financial stress index and Bitcoin returns. We focus on the conditional quantile dependence and indicate that the global financial stress index strongly Granger-causes Bitcoin returns at the left and right tail of the distribution of the Bitcoin returns, conditional on the global financial stress index. Finally, we use a bivariate cross-quantilogram approach and show only limited directional predictability from the global financial stress index to Bitcoin returns in the medium term, for which Bitcoin can act as a safe-haven against global financial stress.

    Original languageEnglish
    Pages (from-to)297-307
    Number of pages11
    JournalQuarterly Review of Economics and Finance
    Volume69
    DOIs
    Publication statusPublished - 12 Aug 2018

    Bibliographical note

    Publisher Copyright:
    © 2018 Board of Trustees of the University of Illinois

    Copyright:
    Copyright 2018 Elsevier B.V., All rights reserved.

    Fingerprint

    Dive into the research topics of 'Bitcoin and global financial stress : A copula-based approach to dependence and causality in the quantiles'. Together they form a unique fingerprint.

    Cite this