Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market

N Iqbal, Z Fareed, G Wan, F Shahzad - International Review of Financial …, 2021 - Elsevier
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 …

COVID-19 pandemic and cryptocurrency markets: an empirical analysis from a linear and nonlinear causal relationship

PK Sahoo - Studies in Economics and Finance, 2021 - emerald.com
Purpose This paper aims to empirically examine the effect of Coronavirus disease 2019
(COVID-19) pandemic on cryptocurrency market returns with particular attention to top five …

[HTML][HTML] COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin

SA Sarkodie, MY Ahmed, PA Owusu - Finance Research Letters, 2022 - Elsevier
The COVID-19 global pandemic has disrupted business-as-usual, hence, affecting
sustained economic development across countries. However, it appears economic …

Cryptocurrency as a safe haven for investment portfolios amid COVID-19 panic cases of Bitcoin, Ethereum and Litecoin

MI Marobhe - China Finance Review International, 2021 - emerald.com
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 …

Bitcoin and altcoins price dependency: Resilience and portfolio allocation in COVID-19 outbreak

AF Aysan, AUI Khan, H Topuz - Risks, 2021 - mdpi.com
The main aim of this article is to examine the inter-relationships among the top
cryptocurrencies on the crypto stock market in the presence and absence of the COVID-19 …

[HTML][HTML] Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic

S Corbet, YG Hou, Y Hu, C Larkin, L Oxley - Economics letters, 2020 - Elsevier
Controlling for the polarity and subjectivity of social media data based on the development of
the COVID-19 outbreak, we analyse the relationships between the largest cryptocurrencies …

Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?–New evidence from quantile coherency analysis

Y Jiang, L Wu, G Tian, H Nie - Journal of International Financial Markets …, 2021 - Elsevier
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) …

Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis

MO González, F Jareño, FS Skinner - International Review of Financial …, 2021 - Elsevier
This article explores asymmetric interdependencies between the twelve largest
cryptocurrency and Gold returns, over the period January 2015–June 2020 within a NARDL …

[HTML][HTML] Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic

S Corbet, YG Hou, Y Hu, C Larkin, B Lucey… - Finance Research …, 2022 - Elsevier
We examine the interactions between cryptocurrency price volatility and liquidity during the
outbreak of the COVID-19 pandemic. Evidence suggests that these developing digital …

The cryptocurrency market in transition before and after COVID-19: An opportunity for investors?

APN Nguyen, TT Mai, M Bezbradica, M Crane - Entropy, 2022 - mdpi.com
We analyze the correlation between different assets in the cryptocurrency market throughout
different phases, specifically bearish and bullish periods. Taking advantage of a fine-grained …