Testing the safe-haven properties of gold and bitcoin in the backdrop of COVID-19 : a wavelet quantile correlation approach
Year of publication: |
2022
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Authors: | Kumar, Anoop S ; Padakandla, Steven Raj |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 2, p. 1-7
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Subject: | Bitcoin | COVID-19 | Gold | Quantile correlation | Safe-haven | Wavelet | Coronavirus | Korrelation | Correlation | Virtuelle Währung | Virtual currency | Zustandsraummodell | State space model | Welt | World |
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