Reactions of Bitcoin and Gold to Categorical Financial Stress: New Evidence from Quantile Estimation

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 Bi...

詳細記述

書誌詳細

出版年:	Risks
主要な著者:	Mohammad Enamul Hoque, Soo-Wah Low
フォーマット:	論文
言語:	英語
出版事項:	MDPI AG 2022-07-01
主題:	gold Bitcoin financial stress COVID-19
オンライン･アクセス:	https://www.mdpi.com/2227-9091/10/7/136