COVID-19 and the volatility interlinkage between bitcoin and financial assets

We investigate the effects of COVID-19 on volatility connectedness between bitcoin and five traditional financial assets from the gold, oil, foreign exchange, stock, and bond markets, employing high-frequency data. The empirical analyses are carried out using the wavelet coherence approach and dynam...

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Detalles Bibliográficos
Autores principales: Maghyereh, Aktham, Abdoh, Hussein
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8918083/
https://www.ncbi.nlm.nih.gov/pubmed/35310372
http://dx.doi.org/10.1007/s00181-022-02223-7

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8918083/
https://www.ncbi.nlm.nih.gov/pubmed/35310372
http://dx.doi.org/10.1007/s00181-022-02223-7

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