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When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic

This paper examines the dynamic spillovers among the major cryptocurrencies under different market conditions and accounts for the ongoing COVID-19 health crisis. We also investigate whether cryptocurrency policy (CCPO) uncertainty and cryptocurrency price (CCPR) uncertainty affect the dynamic conne...

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Detalles Bibliográficos
Autores principales: Al-Shboul, Mohammad, Assaf, Ata, Mokni, Khaled
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9288267/
https://www.ncbi.nlm.nih.gov/pubmed/36536653
http://dx.doi.org/10.1016/j.irfa.2022.102309