Diversifying with cryptocurrencies during COVID-19
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Citations
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Cited by:
- Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
- Marcos Albuquerque Junior & José António Filipe & Paulo de Melo Jorge Neto & Cristiano da Costa da Silva, 2021. "Assessing the Time-Frequency Co-Movements among the Five Largest Engineering Consulting Companies: A Wavelet-Base Metrics of Contagion and VaR Ratio," Mathematics, MDPI, vol. 9(5), pages 1-16, March.
- Raza, Syed Ali & Shah, Nida & Guesmi, Khaled & Msolli, Badreddine, 2022. "How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques," Finance Research Letters, Elsevier, vol. 47(PA).
- Le, Lan-TN & Yarovaya, Larisa & Nasir, Muhammad Ali, 2021. "Did COVID-19 change spillover patterns between Fintech and other asset classes?," Research in International Business and Finance, Elsevier, vol. 58(C).
- Noman, Abu Hanifa Md & Karim, Muhammad Mahmudul & Hassan, Mohammad Kabir & Khan, Muhammad Asif & Pervin, Sajeda, 2023. "COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 14-30.
- Demiralay, Sercan & Golitsis, Petros, 2021. "On the dynamic equicorrelations in cryptocurrency market," The Quarterly Review of Economics and Finance, Elsevier, vol. 80(C), pages 524-533.
- amri amamou, souhir, 2021. "Cryptocurrencies responses to the Covid-19 waves," MPRA Paper 110843, University Library of Munich, Germany.
- Mahdi Ghaemi Asl & Hamid Reza Tavakkoli & Muhammad Mahdi Rashidi, 2021. "Sector-by-sector analysis of dependence dynamics between global large-cap companies and infectious diseases: A time-varying copula approach in EBOV and COVID-19 episodes," PLOS ONE, Public Library of Science, vol. 16(11), pages 1-25, November.
- Qiuyun Wang & Lu Liu, 2022. "Pandemic or panic? A firm-level study on the psychological and industrial impacts of COVID-19 on the Chinese stock market," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-38, December.
- Amri Amamou, Souhir & Aguir Bargaoui, Saoussen, 2022. "Energy markets responds to Covid-19 pandemic," Resources Policy, Elsevier, vol. 76(C).
- Raifu, Isiaka Akande & Ogbonna, Ahamuefula E, 2021. "Safe-haven Effectiveness of Cryptocurrency: Evidence from Stock Markets of COVID-19 worst-hit African Countries," MPRA Paper 113139, University Library of Munich, Germany.
- Hsu, Shu-Han & Sheu, Chwen & Yoon, Jiho, 2021. "Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions," The North American Journal of Economics and Finance, Elsevier, vol. 57(C).
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More about this item
Keywords
Co-movement; COVID-19; Bitcoin; Wavelet; Safe haven JEL classification: C58;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
NEP fields
This paper has been announced in the following NEP Reports:- NEP-CMP-2020-08-10 (Computational Economics)
- NEP-FMK-2020-08-10 (Financial Markets)
- NEP-PAY-2020-08-10 (Payment Systems and Financial Technology)
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