Browsing Mathematics, Statistics & Physics by Author "Mahdi, Esam"
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Impact of COVID-19 Pandemic News on the Cryptocurrency Market and Gold Returns: A Quantile-on-Quantile Regression Analysis
Mahdi, Esam; Al-Abdulla, Ameena ( MDPI , 2022 , Article)In this paper, we investigate the relationship between the RavenPack news-based index associated with coronavirus outbreak (Panic, Sentiment, Infodemic, and Media Coverage) and returns of two commodities—Bitcoin and gold. ...