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Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach

The COVID-19 pandemic has led to extensive news coverage, causing investor sentiment to swing, which has further increased financial market price volatility. There is an increasing need to find a hedge against sentiment risk. This paper examines the hedge capabilities of gold and Bitcoin against COV...

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Detalles Bibliográficos
Autores principales: Zhu, Xuehong, Niu, Zibo, Zhang, Hongwei, Huang, Jiaxin, Zuo, Xuguang
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9618419/
https://www.ncbi.nlm.nih.gov/pubmed/36340700
http://dx.doi.org/10.1016/j.resourpol.2022.103098