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Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison

As the COVID-19 outbreak became a global pandemic, traditional financial market indicators were significantly affected. We examine the price efficiency and net cross-correlations among Bitcoin, gold, a US dollar index, and the Morgan Stanley Capital International World Index (MSCI World) during the...

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Detalles Bibliográficos
Autores principales: Diniz-Maganini, Natalia, Diniz, Eduardo H., Rasheed, Abdul A.
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9755996/
https://www.ncbi.nlm.nih.gov/pubmed/36540338
http://dx.doi.org/10.1016/j.ribaf.2021.101472