COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover
Michael Di, Ke Xu
Topics & Concepts
Social connectednessVolatility (finance)Spillover effectVariance decomposition of forecast errorsEquity (law)Coronavirus disease 2019 (COVID-19)EconomicsMonetary economicsFinancial economicsFinancial marketEconometricsBusinessFinanceInternal medicineMacroeconomicsMedicinePsychotherapistPsychologyDiseaseInfectious disease (medical specialty)LawPolitical scienceBlockchain Technology Applications and SecurityMarket Dynamics and VolatilityCOVID-19 Pandemic Impacts