Mahdi, Esam; Al-Abdulla, Ameena - In: Econometrics : open access journal 10 (2022) 2, pp. 1-14
In this paper, we investigate the relationship between the RavenPack news-based index associated with coronavirus … novel quantile-on-quantile approach to uncover the dependence between the news-based index associated with coronavirus … coronavirus-related news plays a major role in driving the values of Bitcoin and gold more than other indices. We find that both …