Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?

This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and stock market during the COVID-19 pandemic via time-varying parameter vector autoregression. Both time-varying and time-point results indicate that gold is a safe haven for oil and stock markets during the COV...

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Detalles Bibliográficos
Autores principales: Wen, Fenghua, Tong, Xi, Ren, Xiaohang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8964013/
https://www.ncbi.nlm.nih.gov/pubmed/36536769
http://dx.doi.org/10.1016/j.irfa.2022.102121

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8964013/
https://www.ncbi.nlm.nih.gov/pubmed/36536769
http://dx.doi.org/10.1016/j.irfa.2022.102121

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