Cargando…
Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis
Employing the new measure of the contagion effect of the COVID-19, i.e. the Infectious Disease EMV Index by Baker et al. (2020) and the novel Quantile Cross-spectral (coherency) approach proposed by Baruník and Kley (2019), this study probes into the interconnectedness between EPU and cryptocurrenci...
| Autores principales: | , , , |
|---|---|
| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier B.V.
2021
|
| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759405/ http://dx.doi.org/10.1016/j.intfin.2021.101324 |