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Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic

This research examines the behaviour of cryptocurrencies and stock markets during the COVID-19 pandemic through the wavelet coherence approach and Markov switching autoregressive model. Our results show a financial contagion in March, since both cryptocurrency and stock prices fell steeply. Despite...

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Detalles Bibliográficos
Autores principales: Caferra, Rocco, Vidal-Tomás, David
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9760225/
https://www.ncbi.nlm.nih.gov/pubmed/36568949
http://dx.doi.org/10.1016/j.frl.2021.101954