Practical applications of the Bitcoin VIX and its variance risk premium

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[HTML][HTML] Attention to Authority: The behavioural finance of Covid-19

M Burke, J Fry, S Kemp, D Woodhouse - Finance Research Letters, 2022 - Elsevier
In this paper we investigate the predictability of cryptocurrency returns following increases in
Covid-19 cases/deaths. We find that the rate of government intervention moderates the …
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