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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...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
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| 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 |