{"id":"https://openalex.org/W4399035645","doi":"https://doi.org/10.1016/j.jfs.2024.101285","title":"Volatile safe-haven asset: Evidence from Bitcoin","display_name":"Volatile safe-haven asset: Evidence from Bitcoin","publication_year":2024,"publication_date":"2024-05-27","ids":{"openalex":"https://openalex.org/W4399035645","doi":"https://doi.org/10.1016/j.jfs.2024.101285"},"language":"en","primary_location":{"id":"doi:10.1016/j.jfs.2024.101285","doi":"https://doi.org/10.1016/j.jfs.2024.101285","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jfs.2024.101285","pdf_url":null,"source":{"id":"https://openalex.org/S121634618","display_name":"Journal of Financial Stability","issn_l":"1572-3089","issn":["1572-3089","1878-0962"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-1","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Financial Stability","raw_type":"journal-article"},"volume":null,"type":"article","is_traditional":true,"indexed_in":["crossref"],"open_access":{"is_oa":true,"oa_status":"green","oa_url":"https://doi.org/10.2139/ssrn.3896611","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5090070618","display_name":"James Yae","orcid":"https://orcid.org/0000-0001-7701-699X","observed_orcids":["https://orcid.org/0000-0001-7701-699X"]},"institutions":[{"id":"https://openalex.org/I44461941","display_name":"University of Houston","ror":"https://ror.org/048sx0r50","country_code":"US","type":"education","lineage":["https://openalex.org/I44461941"]}],"countries":["US"],"is_corresponding":true,"raw_author_name":"James Yae","raw_affiliation_strings":["The University of Houston - C. T. Bauer College of Business, 4750 Calhoun Rd, Houston, TX 77204, United States of America"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Houston - C. T. Bauer College of Business, 4750 Calhoun Rd, Houston, TX 77204, United States of America","institution_ids":["https://openalex.org/I44461941"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5029367114","display_name":"George Zhe Tian","orcid":"https://orcid.org/0000-0001-8390-3341","observed_orcids":["https://orcid.org/0000-0001-8390-3341"]},"institutions":[{"id":"https://openalex.org/I93320256","display_name":"University of Tampa","ror":"https://ror.org/007h1g065","country_code":"US","type":"education","lineage":["https://openalex.org/I93320256"]}],"countries":["US"],"is_corresponding":false,"raw_author_name":"George Zhe Tian","raw_affiliation_strings":["The University of Tampa - John H. Sykes College of Business, 401 W. Kennedy Blvd, Tampa, FL 33606, United States of America"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"The University of Tampa - John H. Sykes College of Business, 401 W. Kennedy Blvd, Tampa, FL 33606, United States of America","institution_ids":["https://openalex.org/I93320256"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":2,"corresponding_author_ids":["https://openalex.org/A5090070618"],"corresponding_institution_ids":["https://openalex.org/I44461941"],"apc_list":{"value":3370,"currency":"USD","value_usd":3370},"apc_paid":null,"fwci":8.1525,"has_fulltext":false,"cited_by_count":31,"citation_normalized_percentile":{"value":0.97895875,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":88,"max":99},"biblio":{"volume":"73","issue":null,"first_page":"101285","last_page":"101285"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.39989998936653137,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T10047","display_name":"Financial Markets and Investment Strategies","score":0.39989998936653137,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.2842000126838684,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.26510000228881836,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/bitcoin","display_name":"Bitcoin","score":0.9990000128746033},{"id":"https://openalex.org/keywords/safe-haven-assets","display_name":"safe-haven assets","score":0.9909999966621399},{"id":"https://openalex.org/keywords/volatility","display_name":"volatility","score":0.5920000076293945},{"id":"https://openalex.org/keywords/diversification-benefits","display_name":"diversification benefits","score":0.7879999876022339},{"id":"https://openalex.org/keywords/dynamic-correlation","display_name":"dynamic correlation","score":0.8529999852180481},{"id":"https://openalex.org/keywords/s-p-500","display_name":"S&P 500","score":0.8349999785423279},{"id":"https://openalex.org/keywords/mean-variance-model","display_name":"mean-variance model","score":0.8299999833106995},{"id":"https://openalex.org/keywords/investor-heterogeneity","display_name":"investor heterogeneity","score":0.8880000114440918},{"id":"https://openalex.org/keywords/gold","display_name":"gold","score":0.6179999709129333}],"concepts":[{"id":"https://openalex.org/C76178495","wikidata":"https://www.wikidata.org/wiki/Q4808784","display_name":"Asset (computer security)","level":2,"score":0.5968487858772278},{"id":"https://openalex.org/C2992712416","wikidata":"https://www.wikidata.org/wiki/Q7398532","display_name":"Safe haven","level":2,"score":0.5749381184577942},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.4832806885242462},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.48036035895347595},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.4761100709438324},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.2535778880119324},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1987246870994568},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.17760184407234192}],"mesh":[],"locations_count":3,"locations":[{"id":"doi:10.1016/j.jfs.2024.101285","doi":"https://doi.org/10.1016/j.jfs.2024.101285","is_oa":false,"landing_page_url":"https://doi.org/10.1016/j.jfs.2024.101285","pdf_url":null,"source":{"id":"https://openalex.org/S121634618","display_name":"Journal of Financial Stability","issn_l":"1572-3089","issn":["1572-3089","1878-0962"],"is_oa":false,"is_in_doaj":false,"is_core":true,"listed_in":["abdc-a-star","anvur-class-a","anvur-scientific","cwts-core","erih-plus","fnege-2","jufo-2","norway-1","poland-140","russia-white-list-1","vabb-shw"],"host_organization":"https://openalex.org/P4310320990","host_organization_name":"Elsevier BV","host_organization_lineage":["https://openalex.org/P4310320990"],"host_organization_lineage_names":["Elsevier BV"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Journal of Financial Stability","raw_type":"journal-article"},{"id":"doi:10.2139/ssrn.3896611","doi":"https://doi.org/10.2139/ssrn.3896611","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3896611","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},{"id":"pmh:oai:RePEc:eee:finsta:v:73:y:2024:i:c:s1572308924000706","doi":null,"is_oa":false,"landing_page_url":"http://www.sciencedirect.com/science/article/pii/S1572308924000706","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":{"id":"doi:10.2139/ssrn.3896611","doi":"https://doi.org/10.2139/ssrn.3896611","is_oa":true,"landing_page_url":"https://doi.org/10.2139/ssrn.3896611","pdf_url":null,"source":{"id":"https://openalex.org/S4210172589","display_name":"SSRN Electronic Journal","issn_l":"1556-5068","issn":["1556-5068"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":[],"host_organization":"https://openalex.org/I1318003438","host_organization_name":"RELX Group (Netherlands)","host_organization_lineage":["https://openalex.org/I1318003438"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"acceptedVersion","is_accepted":true,"is_published":false,"raw_source_name":null,"raw_type":"posted-content"},"sustainable_development_goals":[],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":82,"referenced_works":["https://openalex.org/W1547280275","https://openalex.org/W1727659491","https://openalex.org/W1789808336","https://openalex.org/W1969463951","https://openalex.org/W1975341011","https://openalex.org/W1999814123","https://openalex.org/W2018364810","https://openalex.org/W2031855300","https://openalex.org/W2036703111","https://openalex.org/W2050031929","https://openalex.org/W2054878768","https://openalex.org/W2061554433","https://openalex.org/W2063593194","https://openalex.org/W2081840714","https://openalex.org/W2111790270","https://openalex.org/W2117178635","https://openalex.org/W2121606993","https://openalex.org/W2128105362","https://openalex.org/W2145501956","https://openalex.org/W2162656107","https://openalex.org/W2178225550","https://openalex.org/W2510870386","https://openalex.org/W2526568049","https://openalex.org/W2589485205","https://openalex.org/W2626692761","https://openalex.org/W2765909833","https://openalex.org/W2771030840","https://openalex.org/W2775689828","https://openalex.org/W2783933003","https://openalex.org/W2793364385","https://openalex.org/W2793906868","https://openalex.org/W2793999899","https://openalex.org/W2797520497","https://openalex.org/W2799918576","https://openalex.org/W2801665420","https://openalex.org/W2809373714","https://openalex.org/W2885995337","https://openalex.org/W2901364189","https://openalex.org/W2910161434","https://openalex.org/W2948783092","https://openalex.org/W2951794749","https://openalex.org/W2972395828","https://openalex.org/W2982469182","https://openalex.org/W2999958477","https://openalex.org/W3012495214","https://openalex.org/W3014843328","https://openalex.org/W3033445019","https://openalex.org/W3121664121","https://openalex.org/W3121835406","https://openalex.org/W3121865372","https://openalex.org/W3122020290","https://openalex.org/W3122842578","https://openalex.org/W3123262312","https://openalex.org/W3124550551","https://openalex.org/W3124611303","https://openalex.org/W3124772058","https://openalex.org/W3125334970","https://openalex.org/W3125349010","https://openalex.org/W3125696988","https://openalex.org/W3138333603","https://openalex.org/W3139542328","https://openalex.org/W3155775715","https://openalex.org/W3160608430","https://openalex.org/W3173729662","https://openalex.org/W3177686480","https://openalex.org/W3214327171","https://openalex.org/W4205539948","https://openalex.org/W4211068006","https://openalex.org/W4212865176","https://openalex.org/W4214762486","https://openalex.org/W4220752848","https://openalex.org/W4220844780","https://openalex.org/W4232474910","https://openalex.org/W4247747078","https://openalex.org/W4248175462","https://openalex.org/W4281550587","https://openalex.org/W4281979572","https://openalex.org/W4293578084","https://openalex.org/W4309858776","https://openalex.org/W4321616408","https://openalex.org/W4386222103","https://openalex.org/W4409174306"],"related_works":["https://openalex.org/W3187490315","https://openalex.org/W2941381112","https://openalex.org/W7008225469","https://openalex.org/W3124127215","https://openalex.org/W2782890205","https://openalex.org/W2981711527","https://openalex.org/W3138333603","https://openalex.org/W3206072179","https://openalex.org/W4307946169","https://openalex.org/W4226036197"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":9},{"year":2025,"cited_by_count":14},{"year":2024,"cited_by_count":6},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":1}],"updated_date":"2026-11-08T12:12:28.789561","created_date":"2024-05-28T00:00:00"}
