Journal of Stock & Forex Trading
Open Access

Department of Transport and Logistics of Sousse, University of Sousse, Susah, Tunisia

Publications

• Research Article   
  Bitcoin Versus Commodity Assets: Impact on the US Equity Market Before and After COVID-19 Crisis-Evidence from PLS Regression
  Author(s): Imen Gam* and Mohammed Hedi Ben Hadj Mbarek
  
  This study investigates the interactions among US stock market, crude oil, natural gas and bitcoin assets using daily data covering the period from January 20, 2015 to December 10, 2021, through Partial Least-Squares (PLS) regression method. Due to COVID-19 pandemic, the study period is characterized by lockdowns and mobility. This situation may affect the global economy and the financial market in the USA. Thus, a conscientious analysis of the incidence of a sanitary crisis such as COVID-19 on equity market seems to be primordial. Results are very interesting and approve the presence of a significant impact of COVID-19 pandemic on the U.S. financial market. More importantly, the follow up of the interconnections between the three assets under consideration and the US stock market proved that strengthening of these interdependences have been changed due to the sanitary crisis. Moreove.. View More»
  DOI: 10.35248/2168-9458.24.11.264

  Abstract HTML PDF