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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...
Autores principales: | Diniz-Maganini, Natalia, Diniz, Eduardo H., Rasheed, Abdul A. |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2021
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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 |
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