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Bitcoin before and during the COVID-19 pandemic. Results showed that TMU is a leading indicator of Bitcoin returns only during … the pandemic, and the effect of the TMU on Bitcoin's conditional volatility is significantly greater during the pandemic …. Furthermore, during the pandemic, the uncertainty content of people's tweets is impacted by the highly salient Bitcoin market …
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This paper applies the multivariate GARCH models to investigate the role of Bitcoin as a hedge and safe haven for ASEAN … between stock returns and Bitcoin returns in both directions. Therefore, the dynamics of Bitcoin returns significantly … gold and the ASEAN+6 stock market. For most ASEAN+6 equity markets evaluated, Bitcoin and gold are not safe havens, and …
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Bitcoin in particular and so-called cryptocurrencies in general have shaken up the financial world and seem to be … also with significant risks. This paper analyzes the connection between one such crypto, bitcoin, and other traditional … indicate that, as of late, bitcoin has become increasingly interdependent with gold, and seems just as suitable to hedge …
Persistent link: https://www.econbiz.de/10012517614
market in the presence and absence of the COVID-19 pandemic. The nine chosen cryptocurrencies are Bitcoin, Ethereum, Ripple …). There is strong evidence of a long-run relationship between Bitcoin and altcoins irrespective of whether it is pre … consider Bitcoin and altcoins jointly as they give sustainability and resilience in the long run against the geopolitical risks …
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