On the relationship between Bitcoin and other assets during the outbreak of coronavirus: Evidence from fractional cointegration analysis
Sign Up to like & getrecommendations! Published in 2022 at "Resources Policy"
DOI: 10.1016/j.resourpol.2022.102682
Abstract: This article tries to investigate the connectedness between Bitcoin and Crude Oil, S&P500 and Natural Gas with the health crisis. That is why one might apply fractional cointegration analysis on daily data over the period… read more here.
Keywords: fractional cointegration; cointegration analysis; relationship; cointegration ... See more keywords