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

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...

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Bibliographic Details
Main Authors: Mohammad Enamul Hoque, Soo-Wah Low
Format: Article
Language:English
Published: MDPI AG 2022-07-01
Series:Risks
Subjects:
gold
Bitcoin
financial stress
COVID-19
Online Access:https://www.mdpi.com/2227-9091/10/7/136

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