Georges Azzi

Université Saint Esprit de Kaslik (USEK)

KASLIK

Lebanon

SCHOLARLY PAPERS

2

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SSRN CITATIONS
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Top 15,731

in Total Papers Citations

21

CROSSREF CITATIONS

32

Scholarly Papers (2)

1.

On the Return-Volatility Relationship in the Bitcoin Market around the Price Crash of 2013

Number of pages: 20 Posted: 22 Mar 2017
Elie Bouri, Georges Azzi and Anne Haubo Dyhrberg
Université Saint Esprit de Kaslik (USEK), Université Saint Esprit de Kaslik (USEK) and The University of Sydney - Discipline of Finance
Downloads 802 (29,876)
Citation 13

Abstract:

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Bitcoin, asymmetric GARCH, safe haven

2.

On the Hedge and Safe Haven Properties of Bitcoin: Is it Really More than a Diversifier?

Finance Research Letters, Forthcoming
Number of pages: 12 Posted: 15 Oct 2016
Université Saint Esprit de Kaslik (USEK), University of Stavanger, Université Saint Esprit de Kaslik (USEK), Montpellier Business School and Norwegian University of Science and Technology (NTNU)
Downloads 283 (108,089)
Citation 12

Abstract:

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Bitcoin, cryptocurrency, diversifier, hedge, safe haven, DCC