Are cryptocurrencies a safe-haven? A quantile GARCH analysis of Bitcoin and Ethereum

Citation:

Michaelides PG, Xidonas P, Samitas A, Konstantakis KN, Kenourgios D. Are cryptocurrencies a safe-haven? A quantile GARCH analysis of Bitcoin and Ethereum. Journal of the Operational Research Society [Internet]. 2026.

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School of Economics and Political Sciences
Department of Economics
Division of Business Economics & Administration- Finance
Office Address: Gryparion Megaron
1, Sofokleous Street
Athens, 10559
Greece
Office 512
Tel.: (+30) 210-3689449
E-mail: dkenourg@econ.uoa.gr

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Dimitris Kenourgios

Professor, Economics

Are cryptocurrencies a safe-haven? A quantile GARCH analysis of Bitcoin and Ethereum

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