The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies

This research explores the impact of COVID-19-related media coverage on the dynamic return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC), Ethereum (ETH) and Ripple (XRP)) and the fiat currencies of the euro, GBP and Chinese yuan. The sample period covers the firs...

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Detalles Bibliográficos
Autores principales: Umar, Zaghum, Jareño, Francisco, González, María de la O
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier Inc. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8500994/
https://www.ncbi.nlm.nih.gov/pubmed/34658451
http://dx.doi.org/10.1016/j.techfore.2021.121025

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8500994/
https://www.ncbi.nlm.nih.gov/pubmed/34658451
http://dx.doi.org/10.1016/j.techfore.2021.121025

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