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A short-and long-term analysis of the nexus between Bitcoin, social media and Covid-19 outbreak

In this paper, we attempt to analyze the dynamic interplay between Bitcoin, social media, and the Covid-19 health crisis. For this end, we apply the fractional autoregressive vector model, fractional error correction model and impulse response functions on daily data over the period 31/12/2019-30/10...

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Detalles Bibliográficos
Autores principales: Béjaoui, Azza, Mgadmi, Nidhal, Moussa, Wajdi, Sadraoui, Tarek
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8319576/
https://www.ncbi.nlm.nih.gov/pubmed/34345732
http://dx.doi.org/10.1016/j.heliyon.2021.e07539