On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis

This article tries to investigate the connectedness between Bitcoin and Crude Oil, S&P500 and Natural Gas with the health crisis. That is why one might apply fractional cointegration analysis on daily data over the period 01/09/2019–30/04/2020. Our results indicate the presence of fractional int...

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Detalles Bibliográficos
Autores principales: Bejaoui, Azza, Mgadmi, Nidhal, Moussa, Wajdi
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Published by Elsevier Ltd. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8968175/
https://www.ncbi.nlm.nih.gov/pubmed/35378819
http://dx.doi.org/10.1016/j.resourpol.2022.102682

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8968175/
https://www.ncbi.nlm.nih.gov/pubmed/35378819
http://dx.doi.org/10.1016/j.resourpol.2022.102682

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