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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...

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Detalles Bibliográficos
Autores principales:	Zhang, Yinpeng, Zhu, Panpan, Xu, Yingying
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Frontiers Media S.A. 2021
Materias:	Public Health
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

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