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The Relationship between Cryptocurrencies and COVID-19 Pandemic
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The Relationship between Cryptocurrencies and COVID-19 Pandemic (2020)The Relationship between Cryptocurrencies…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Infected Markets: Novel Coron…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns (2020)Death and contagious infectio…Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Are cryptocurrencies a safe h…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis (2015)What Are the Main Drivers of …An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)An Autoregressive Distributed…Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis (2011)Co-movement of energy commodi…Oil and the macroeconomy: using wavelets to analyze old issues (2010)Oil and the macroeconomy: usi…International comovement of stock market returns: A wavelet analysis (2009)International comovement of s…A GUIDE TO WAVELETS FOR ECONOMISTS* (2007)A GUIDE TO WAVELETS FOR ECONO…Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Further Evidence on the Great…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets (2022)Time and frequency dynamics o…Speculative bubbles and herding in cryptocurrencies (2022)Speculative bubbles and herdi…Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review (2022)Portfolio Diversification, He…Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets (2022)Does volatility in cryptocurr…The potential of Islamic social finance to alleviate poverty in the era of COVID-19: the moderating effect of ethical orientation (2021)The potential of Islamic soci…The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels (2021)The impact of Covid-19 on com…Impact of COVID-19 pandemic on the energy markets (2021)Impact of COVID-19 pandemic o…Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world (2021)Immunizing markets against th…Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries (2021)Evidence from a multiple and …Banking sector reactions to COVID-19: The role of bank-specific factors and government policy responses (2021)Banking sector reactions to C…The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model (2020)The asymmetric effect of bitc…Safe-Haven Properties of Soft Commodities during Times of COVID-19 (2020)Safe-Haven Properties of Soft…INTERNATIONAL EVIDENCE OF COVID-19 AND STOCK MARKET RETURNS: AN EVENT STUDY ANALYSIS (2020)INTERNATIONAL EVIDENCE OF COV…Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis (2020)Cryptocurrencies vs. US dolla…Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-19 (2020)Complexity in Economic and So…Are Cryptos Safe-Haven Assets during COVID-19? Evidence from Wavelet Coherence Analysis (2020)Are Cryptos Safe-Haven Assets…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Estimating long-run relationships from dynamic heterogeneous panels (1995)Pooled Mean Group Estimation of Dynamic Heterogeneous Panels (1999)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)The saving and investment nexus for China: evidence from cointegration tests (2005)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Is the correlation in international equity returns constant: 1960–1990? (1995)Extreme Correlation of International Equity Markets (2001)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Multifractal analysis of financial markets: a review (2019)Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Tests for Parameter Instability and Structural Change With Unknown Change Point (1993)Introductory Econometrics for Finance (2008)Using wavelets to decompose the time–frequency effects of monetary policy (2008)On the inefficiency of Bitcoin (2016)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Oil prices, US stock return, and the dependence between their quantiles (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Dynamic connectedness and integration in cryptocurrency markets (2018)Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)Econometric Analysis of Panel Data (2021)Generalized autoregressive conditional heteroskedasticity (1986)Dynamic Conditional Correlation (2002)Return connectedness across asset classes around the COVID-19 outbreak (2020)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)COVID-19 and finance: Agendas for future research (2020)Financial contagion during COVID–19 crisis (2020)
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References

  • 2001Bounds testing approaches to the analysis of level relationships20,339 cited
  • 2002Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis5,745 cited
  • 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis3,941 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 2020Death and contagious infectious diseases: Impact of the COVID-19 virus on stock market returns1,435 cited
  • 2015What Are the Main Drivers of the Bitcoin Price? Evidence from Wavelet Coherence Analysis989 cited
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies880 cited
  • 2009International comovement of stock market returns: A wavelet analysis843 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2020Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe631 cited
  • 2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic603 cited
  • 2011Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis

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498 cited
  • 2007A GUIDE TO WAVELETS FOR ECONOMISTS*422 cited
  • 2010Oil and the macroeconomy: using wavelets to analyze old issues348 cited
  • Cited by

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    • 2021The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels134 cited
    • 2021Banking sector reactions to COVID-19: The role of bank-specific factors and government policy responses132 cited
    • 2021Impact of COVID-19 pandemic on the energy markets104 cited
    • 2020Complexity in Economic and Social Systems: Cryptocurrency Market at around COVID-1989 cited
    • 2021Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries85 cited
    • 2020Are Cryptos Safe-Haven Assets during COVID-19? Evidence from Wavelet Coherence Analysis84 cited
    • 2022Speculative bubbles and herding in cryptocurrencies78 cited
    • 2022Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review78 cited
    • 2021The potential of Islamic social finance to alleviate poverty in the era of COVID-19: the moderating effect of ethical orientation75 cited
    • 2020Safe-Haven Properties of Soft Commodities during Times of COVID-1973 cited
    • 2020The asymmetric effect of bitcoin on altcoins: evidence from the nonlinear autoregressive distributed lag (NARDL) model68 cited
    • 2022Does volatility in cryptocurrencies drive the interconnectedness between the cryptocurrencies market? Insights from wavelets66 cited
    • 2020INTERNATIONAL EVIDENCE OF COVID-19 AND STOCK MARKET RETURNS: AN EVENT STUDY ANALYSIS65 cited
    • 2020Cryptocurrencies vs. US dollar: Evidence from causality in quantiles analysis64 cited
    • 2022Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets63 cited