Are COVID-19-Related Economic Supports One of the Drivers of Surge in Bitcoin Market? Evidence from Linear and Non-Linear Causality Tests

Are COVID-19-Related Economic Supports One of the Drivers of Surge in Bitcoin Market? Evidence from Linear and Non-Linear Causality Tests

The aim of this study was to investigate the causal relations between COVID-19 economic supports and Bitcoin markets. For this purpose, we first determined the degree of the integration of variables by implementing Fourier Augmented Dickey–Fuller unit root tests. Then, we carried out both linear (Bo...

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Bibliographic Details
Main Authors: Mustafa Özer, Serap Kamisli, Fatih Temizel, Melik Kamisli
Format: Article
Language:English
Published: MDPI AG 2022-12-01
Series:Mathematics
Subjects:
COVID-19 economic supports
Bitcoin
Fourier unit root test
bootstrap Toda–Yamamoto causality test
Fractional Frequency Flexible Fourier form Toda–Yamamoto causality test
Online Access:https://www.mdpi.com/2227-7390/11/1/196

Internet

https://www.mdpi.com/2227-7390/11/1/196

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