This study adds to the inconclusive debate on safe-haven properties of cryptocurrencies
during Covid-19 by analyzing the use of wavelet coherence framework on the global Covid …

This research examines the behaviour of cryptocurrencies and stock markets during the
COVID-19 pandemic through the wavelet coherence approach and Markov switching …

Employing the new measure of the contagion effect of the COVID-19, ie the Infectious
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …

Cryptocurrency as a safe haven for investment portfolios amid COVID-19 panic cases of Bitcoin,
Ethereum and Litecoin | Emerald Insight Books and journals Case studies Expert Briefings …

We present a multi-scale and time-frequency analysis of the degree of integration and the
lead-lag relationship between six cryptocurrencies (ie, Bitcoin, Bitcoincash, Ethereum …

This study investigates the dynamic mechanism of financial markets on volatility spillovers
across eight major cryptocurrency returns, namely Bitcoin, Ethereum, Stellar, Ripple, Tether …

In the wake of recent pandemic of COVID-19, we explore its unprecedented impact on the
cryptocurrencies' market. Specifically, we check how the changing intensity of the COVID-19 …

We apply wavelet methods to daily data of COVID-19 world deaths and daily Bitcoin prices
from 31th December 2019 to 29th April 2020. We find, especially for the period post April 5 …

The study aims to examine the hedge and safe-haven properties of three heavyweight
cryptocurrencies—Bitcoin, Ripple, and Ethereum—against the stock, commodity, and foreign …

The common consensus regarding weak correlations between cryptocurrencies and stock
markets has recently been challenged by their synchronous downturn during the COVID-19 …