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...
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| Main Authors: | , , |
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| Format: | Book |
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Frontiers Media S.A.,
2021-07-01T00:00:00Z.
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