Mohammad Enamul Hoque; Low, Soo Wah - In: Risks : open access journal 10 (2022) 7, pp. 1-10
This study examines the responses of Bitcoin and gold to categorical financial stress and compares the responses before … and during the COVID-19 pandemic. The OLS and Quantile regression estimations revealed that gold and Bitcoin exhibit … similar reactions in full and pre COVID-19 samples. Gold and Bitcoin respond positively to equity valuation and safe assets …