Bitcoin Behavior Against Gold and Dollar Analysis Via VAR Model During Covid-19 Period
Economic Impact of COVID-19 Pandemic on Countries Around the World: COVID37ECO 2021
This paper provides insight into the transmission of shocks in the Bitcoin-Gold-dollar relationship during one-year period including COVID-19 epidemic period. The Vector autoregression (VAR) model and the generalized impulse response are used here to analyze this relationship. The result of both the Bitcoin and the…