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