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How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques

This research examines the impact of the COVID-19 on cryptocurrencies’ connectedness by employing two techniques: TVP-VAR-based connectedness and causality in the quantiles. First, the TVP-VAR-based connectedness unveils that cryptocurrencies act as a net receiver and transmitter of shocks, with Bit...

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Detalles Bibliográficos
Autores principales:	Raza, Syed Ali, Shah, Nida, Guesmi, Khaled, Msolli, Badreddine
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier Inc. 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9700708/ https://www.ncbi.nlm.nih.gov/pubmed/36466969 http://dx.doi.org/10.1016/j.frl.2021.102569

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