COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover

This paper examines implied volatility spillovers and connectedness between Bitcoin and a broad range of traditional financial assets (U.S. equity market, gold, crude oil, emerging markets and developing markets) from January 8, 2019 to January 20, 2022. Vector Auto-Regression and Generalized Foreca...

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Detalles Bibliográficos
Autores principales: Di, Michael, Xu, Ke
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9420692/
https://www.ncbi.nlm.nih.gov/pubmed/36061103
http://dx.doi.org/10.1016/j.frl.2022.103289

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9420692/
https://www.ncbi.nlm.nih.gov/pubmed/36061103
http://dx.doi.org/10.1016/j.frl.2022.103289

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