{"_buckets": {"deposit": "db126be1-a06a-4ff3-a406-5ff090a4f88c"}, "_deposit": {"created_by": 10, "id": "13855", "owners": [10], "pid": {"revision_id": 0, "type": "depid", "value": "13855"}, "status": "published"}, "_oai": {"id": "oai:shiga-u.repo.nii.ac.jp:00013855", "sets": ["1811"]}, "author_link": [], "item_7_biblio_info_8": {"attribute_name": "書誌情報", "attribute_value_mlt": [{"bibliographicIssueDates": {"bibliographicIssueDate": "2021-03", "bibliographicIssueDateType": "Issued"}, "bibliographicIssueNumber": "No.E-9", "bibliographicPageEnd": "33", "bibliographicPageStart": "1", "bibliographic_titles": [{"bibliographic_title": "Discussion Paper, Series E", "bibliographic_titleLang": "en"}]}]}, "item_7_description_43": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"subitem_description": "Technical Report", "subitem_description_type": "Other"}]}, "item_7_description_5": {"attribute_name": "抄録", "attribute_value_mlt": [{"subitem_description": "In this paper, the risk reduction and downside risk reduction of Value at Risk and Expected shortfall are calculated using variance and covariance derived from wavelet analysis. By comparing bitcoin to currency (stock) portfolios and gold to currency (stock) portfolios in time-frequency domain, we find strong evidence that the portfolios containing bitcoin effectively reduce investment risk than the portfolios containing gold after 2019, and especially after 2020.", "subitem_description_language": "en", "subitem_description_type": "Abstract"}]}, "item_7_description_7": {"attribute_name": "引用", "attribute_value_mlt": [{"subitem_description": "Discussion Paper, Series E, No. E-9, pp. 1-33", "subitem_description_language": "en", "subitem_description_type": "Other"}]}, "item_7_publisher_35": {"attribute_name": "出版者", "attribute_value_mlt": [{"subitem_publisher": "The Institute for Economic and Business Research Faculty of Economics,Shiga University", "subitem_publisher_language": "en"}]}, "item_7_text_4": {"attribute_name": "著者所属", "attribute_value_mlt": [{"subitem_text_language": "en", "subitem_text_value": "Visiting Researcher, The Institute for Economics and Business Research, Reiwa 2nd year, Graduate School of Economics, Kobe University"}]}, "item_creator": {"attribute_name": "著者", "attribute_type": "creator", "attribute_value_mlt": [{"creatorNames": [{"creatorName": "Xu, Lei", "creatorNameLang": "en"}]}]}, "item_files": {"attribute_name": "ファイル情報", "attribute_type": "file", "attribute_value_mlt": [{"accessrole": "open_date", "date": [{"dateType": "Available", "dateValue": "2021-03-18"}], "displaytype": "detail", "download_preview_message": "", "file_order": 0, "filename": "DPE9xu2021mar.pdf", "filesize": [{"value": "2.0 MB"}], "format": "application/pdf", "future_date_message": "", "is_thumbnail": false, "licensetype": "license_note", "mimetype": "application/pdf", "size": 2000000.0, "url": {"label": "DPE9xu2021mar.pdf", "objectType": "fulltext", "url": "https://shiga-u.repo.nii.ac.jp/record/13855/files/DPE9xu2021mar.pdf"}, "version_id": "baa3ed9d-10fb-4531-a28d-bfb39ae04303"}]}, "item_language": {"attribute_name": "言語", "attribute_value_mlt": [{"subitem_language": "eng"}]}, "item_resource_type": {"attribute_name": "資源タイプ", "attribute_value_mlt": [{"resourcetype": "technical report", "resourceuri": "http://purl.org/coar/resource_type/c_18gh"}]}, "item_title": "Bitcoin or Gold? Risk Assessment Based on Continuous Wavelet Transform", "item_titles": {"attribute_name": "タイトル", "attribute_value_mlt": [{"subitem_title": "Bitcoin or Gold? Risk Assessment Based on Continuous Wavelet Transform", "subitem_title_language": "en"}]}, "item_type_id": "7", "owner": "10", "path": ["1811"], "permalink_uri": "http://hdl.handle.net/10441/00016340", "pubdate": {"attribute_name": "PubDate", "attribute_value": "2021-03-18"}, "publish_date": "2021-03-18", "publish_status": "0", "recid": "13855", "relation": {}, "relation_version_is_last": true, "title": ["Bitcoin or Gold? Risk Assessment Based on Continuous Wavelet Transform"], "weko_shared_id": -1}