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COVID-19 vaccine and post-pandemic recovery: Evidence from Bitcoin cross-asset implied volatility spillover

Michael Di1, Ke Xu1

  • 1Department of Economics, University of Victoria, PO Box 1700 STN CSC, Victoria, BC V8N 2Y2 Canada.

Finance Research Letters
|September 5, 2022
PubMed

Keywords:
BitcoinCOVID-19 recoveryCOVID-19 vaccineImplied volatility spillover

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