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COVID-19 government interventions and cryptocurrency market: Is there any optimum portfolio diversification?

This study attempts to find the impact of the COVID-19 government interventions on the cryptocurrency market. Using the daily data over the period 2020 M01 to 2022 M1, this study applied the Markov-Regime-switching and MGARCH-DCC approaches for eight cryptocurrencies. Overall, Markov-Regime-switchin...

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Detalles Bibliográficos
Autores principales:	Chowdhury, Mohammad Ashraful Ferdous, Abdullah, Mohammad, Masih, Mansur
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier B.V. 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9678233/ http://dx.doi.org/10.1016/j.intfin.2022.101691

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