How media coverage news and global uncertainties drive forecast of cryptocurrencies returns?()

This paper aims to investigate the impact of global financial, economic, and gold price uncertainty indices (VIX, EPU, and GVZ) and investor sentiment based on media coverage news on the returns of Bitcoin and Ethereum during the COVID-19 pandemic. We adopt an asymmetric framework based on the Quant...

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Detalles Bibliográficos
Autores principales: Naifar, Nader, Altamimi, Sohale, Alshahrani, Fatimah, Alhashim, Mohammed
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2023
Materias:
Research Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10245170/
https://www.ncbi.nlm.nih.gov/pubmed/37292312
http://dx.doi.org/10.1016/j.heliyon.2023.e16502

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10245170/
https://www.ncbi.nlm.nih.gov/pubmed/37292312
http://dx.doi.org/10.1016/j.heliyon.2023.e16502

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