Does Bitcoin Hedge Industry Credit Risk? A Comparison with Gold

Credit default swaps are considered indicators of default probability and used to measure credit risk in different sectors of the US industry. This study examines the effectiveness of hedging and safe-haven options for US sectoral credit default swapindices, focusing on whether Bitcoin or gold can...

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Bibliographic Details
Main Authors: Saqib Farid, Abdul Rafay, Quratulain Zafar
Format: Article
Language:English
Published: Lahore School of Economics 2024-11-01
Series:The Lahore Journal of Business
Subjects:
Online Access:https://journals.lahoreschool.edu.pk/LJB/LJB/article/view/119
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