Investigation of cointegration and causal linkages on Bitcoin volatility during COVID-19 pandemic
Year of publication: |
2023
|
---|---|
Authors: | Tiffani ; Calvilus, Ingrid Claudia ; Havidz, Shinta Amalina Hazrati |
Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 28.2023, 2, p. 195-217
|
Subject: | ARDL | autoregressive distributed lag | Bitcoin | causal linkages | cointegration | COVID-19 | crypto market | fear sentiments | macro-financial | Toda-Yamamoto | volatility | Kointegration | Cointegration | Coronavirus | Volatilität | Volatility | Kausalanalyse | Causality analysis | Virtuelle Währung | Virtual currency | Epidemie | Epidemic | Schätzung | Estimation |
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