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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2022
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| Materias: | |
| 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 |