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Capture the contagion network of bitcoin – Evidence from pre and mid COVID-19

COVID-19 is the first global scale crisis since the inception of Bitcoin. We compare the contagion phenomenon of Bitcoin and other financial markets or assets pre and during the COVID-19 shock in both contemporaneous and non-contemporaneous manner. This paper uses the directed acyclic graph (DAG), s...

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Detalles Bibliográficos
Autores principales: Guo, Xiaochun, Lu, Fengbin, Wei, Yunjie
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8427770/
https://www.ncbi.nlm.nih.gov/pubmed/34518717
http://dx.doi.org/10.1016/j.ribaf.2021.101484