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A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets
We apply wavelet analyses to examine the impact of the Covid-19 fueled panic on the volatility of major fiat and cryptocurrency markets during January–May, 2020. There is high coherence between moves of the Coronavirus Panic Index and the price moves in Euro, British pound, and Renminbi currencies a...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2020
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7501837/ https://www.ncbi.nlm.nih.gov/pubmed/32983899 http://dx.doi.org/10.1016/j.jbef.2020.100404 |