Any port in a storm: cryptocurrency safe-havens during the COVID-19 pandemic

DOI10.1016/J.ECONLET.2020.109377zbMath1451.91235OpenAlexW3041553367WikidataQ98655515 ScholiaQ98655515MaRDI QIDQ2208838

Yang Hu, Shaen Corbet, Yang Hou, Les Oxley, Charles Larkin

Publication date: 4 November 2020

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.econlet.2020.109377

zbMATH Keywords

financial crisiscryptocurrencypandemicCOVID-19sentimentsafe-haven

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Actuarial science and mathematical finance (91G99)

Related Items (2)

Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic: evidence from a regime-switching approach ⋮ Do investor sentiments drive cryptocurrency prices?

Cites Work

• Generalized autoregressive conditional heteroscedasticity

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