Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold

This paper studies evolution of the asymmetric sheltering role of Bitcoin compared to gold against oil-related uncertainties with varying severity of the COVID-19 pandemic. Using a varying-coefficient quantile approach, we find a safe haven role of Bitcoin, and it becomes gradually stronger when the...

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Detalles Bibliográficos
Autores principales: Ren, Xiaohang, Wang, Rui, Duan, Kun, Chen, Jinyu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9068601/
https://www.ncbi.nlm.nih.gov/pubmed/35530254
http://dx.doi.org/10.1016/j.ribaf.2022.101672

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9068601/
https://www.ncbi.nlm.nih.gov/pubmed/35530254
http://dx.doi.org/10.1016/j.ribaf.2022.101672

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