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Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis
We apply wavelet methods to daily data of COVID-19 world deaths and daily Bitcoin prices from 31th December 2019 to 29th April 2020. We find, especially for the period post April 5, that levels of COVID-19 caused a rise in Bitcoin prices. We contribute to the fast-growing body of work on the financi...
Autores principales: | Goodell, John W., Goutte, Stephane |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Inc.
2021
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Materias: | |
Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9761190/ https://www.ncbi.nlm.nih.gov/pubmed/36569647 http://dx.doi.org/10.1016/j.frl.2020.101625 |
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