Browsing Artículos y borradores de administración – Working papers by Subject "Bitcoin"
Now showing items 1-2 of 2
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Impact of commodities and global stock prices on the idiosyncratic risk of Bitcoin during the COVID-19 pandemic
(LLC "CPC" Business Perspectives, 2021-11-24)In times of exogenous systemic shocks, such as the COVID-19 pandemic, it is important to identify hedge or safe haven assets. Therefore, this paper analyzes changes in the idiosyncratic risk of Bitcoin in a portfolio of ... -
Trading cryptocurrencies as a pandemic pastime : COVID-19 lockdowns and Bitcoin volume
(MDPI AG, 2021-07-27)This paper examines the impact of COVID-19 lockdowns on Bitcoin trading volume. Using data from Apple mobility trends and several time-series econometric models, we find that investors became active participants during the ...