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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2022
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| 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 |