Has COVID-19 Changed the Hedge Effectiveness of Bitcoin?
The Bitcoin market has become a research hotspot after the outbreak of Covid-19. In this paper, we focus on the relationships between the Bitcoin spot and futures. Specifically, we adopt the vector autoregression-dynamic correlation coefficient-generalized autoregressive conditional heteroskedastici...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Frontiers Media S.A.
2021-07-01
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| Series: | Frontiers in Public Health |
| Subjects: | |
| Online Access: | https://www.frontiersin.org/articles/10.3389/fpubh.2021.704900/full |