COVID-19 and cryptocurrency market: Evidence from quantile connectedness

Muhammad Naeem,Saba Qureshi,Mobeen Ur Rehman,Faruk Balli

COVID-19 and cryptocurrency market: Evidence from quantile connectedness

2021

Muhammad Naeem
Saba Qureshi
Mobeen Ur Rehman
Faruk Balli

This study quantifies the spillover effects among seven cryptocurrencies to explore the spillover characteristics of seven cryptocurrencies, namely, Bitcoin, Ethereum, Ripple, Litecoin, Monero, Ste...

Keywords:

Financial economics
severe acute respiratory syndrome coronavirus 2
Economics
Social connectedness
Quantile
Coronavirus disease 2019
Cryptocurrency
2019 20 coronavirus outbreak

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