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Performance of gold-backed cryptocurrencies during the COVID-19 crisis

This study is aimed at investigating the performance of Gold-backed cryptocurrencies during the COVID-19 crisis and in particular, during the bear market of 2020. Analysis is conducted on the daily returns of PAX Gold from 2 October 2019 to 28 September 2020 using the ARMA-GARCH model. The results a...

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Detalles Bibliográficos
Autores principales: Wasiuzzaman, Shaista, Haji Abdul Rahman, Hajah Siti Wardah
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8597114/
https://www.ncbi.nlm.nih.gov/pubmed/34803529
http://dx.doi.org/10.1016/j.frl.2021.101958