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Analisis Fungsi Safe Haven Dari Bitcoin dan Tether Terhadap Saham dan Emas: Komparasi Periode Pra-Pandemi dan Saat Pandemi = Bitcoin and Tether Safe Haven Function Analysis on Stocks and Gold: Pre-Pandemic and Pandemic Period Comparison

Philipus Susanto; Buddi Wibowo, supervisor; Zaafri Ananto Husodo, examiner; Muthia Pramesti, examiner (Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2020)

 Abstract

Studi ini bertujuan mempelajari fungsi safe-haven (aset investasi aman) Bitcoin terhadap Saham dan Emas serta fungsi safe-haven Tether terhadap Bitcoin, saham, dan emas di masa sebelum pandemi dan saat pandemi COVID-19. Hasil regresi menunjukkan Bitcoin dan Tether berperan sebagai aset investasi aman bagi kebanyakan pasar ekuitas dan emas—Tether tidak berperan sebagai aset investasi aman bagi Bitcoin akibat korelasi mereka. Kami juga menemukan terdapat perubahan peran aset investasi aman Bitcoin dan Tether pada masa pra-pandemi dan saat pandemi.
We tested the safe-haven attributes of Bitcoin and Tether for several assets on two periods, pre-COVID-19 pandemic and during the pandemic. The results show that Bitcoin and Tether are suitable as safe-haven for most stock markets and gold—Tether doesn’t function as safe-haven for Bitcoin due to their co-movement. We also found that the pre-pandemic safe-haven attributes are quite different from it’s pandemic counterpart.

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Collection Type : UI - Skripsi Membership
Call Number : S-pdf
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Publishing : Depok: Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2020
Cataloguing Source libUI ind rda
Content Type text
Media Type computer
Carrier Type online resource
Physical Description xiii, 46 pages + appendiix
Concise Text
Holding Institution Universitas Indonesia
Location Perpustakaan UI
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Call Number Barcode Number Availability
S-pdf 14-25-04644078 TERSEDIA
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No review available for this collection: 9999920558772
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