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Has COVID-19 Changed the Hedge Effectiveness of Bitcoin?
The Bitcoin market has become a research hotspot after the outbreak of Covid-19. In this paper, we focus on the relationships between the Bitcoin spot and futures. Specifically, we adopt the vector autoregression-dynamic correlation coefficient-generalized autoregressive conditional heteroskedastici...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Frontiers Media S.A.
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8353111/ https://www.ncbi.nlm.nih.gov/pubmed/34386475 http://dx.doi.org/10.3389/fpubh.2021.704900 |