What can we learn from the convenience yield of Bitcoin? Evidence from the COVID-19 crisis☆

International Review of Economics & Finance · 2023 · PMC10289175

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marginally significantno p-value reported

Bessembinder, Coughenour, Seguin, and Smoller (1995) find significant evidence of mean-reverting in agricultural commodities and crude oil but marginally significant for financial assets.

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