Investigation of cointegration and causal linkages on Bitcoin volatility during COVID-19 pandemic
Tiffani, Ingrid Claudia Calvilus and Shinta Amalina Hazrati Havidz
| Year of publication: |
2023
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|---|---|
| Authors: | Tiffani ; Calvilus, Ingrid Claudia ; Havidz, Shinta Amalina Hazrati |
| Published in: |
Global business & economics review. - Olney, Bucks : Inderscience Enterprises, ISSN 1745-1329, ZDB-ID 2231575-5. - Vol. 28.2023, 2, p. 195-217
|
| Subject: | ARDL | autoregressive distributed lag | Bitcoin | causal linkages | cointegration | COVID-19 | crypto market | fear sentiments | macro-financial | Toda-Yamamoto | volatility | Volatilität | Volatility | Kointegration | Cointegration | Coronavirus | Kausalanalyse | Causality analysis | Virtuelle Währung | Virtual currency |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1504/GBER.2023.128844 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014230985