Are cryptos safe-haven assets during COVID-19? : evidence from wavelet coherence analysis
Year of publication: |
2021
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Authors: | Rubbaniy, Ghulame ; Khalid, Ali Awais ; Samitas, Aristeidis |
Published in: |
Emerging markets, finance & trade : a journal of the Society for the Study of Emerging Markets. - Abingdon, Oxon : Routledge, Taylor & Francis, ISSN 1558-0938, ZDB-ID 2095312-4. - Vol. 57.2021, 6, p. 1741-1756
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Subject: | cryptocurrency | global Covid-19 fear index | Safe-haven | VCRIX | Wavelet coherence | Coronavirus | Welt | World | Virtuelle Währung | Virtual currency | Zustandsraummodell | State space model | Wirkungsanalyse | Impact assessment |
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