, efficiency and liquidity. The derivatives under primary investigation are Exchange Traded Funds (ETFs) and Contracts for … market liquidity and/or increase market volatility for the related primary asset. The thesis builds a cross-country database … considers a separate, but related, research problem. It extends and empirically applies a liquidity-indicator model for the …

We examine the interactions between cryptocurrency price volatility and liquidity during the outbreak of the COVID-19 … periods of substantial financial market panic. Results suggest that cryptocurrency market liquidity increased significantly … and liquidity effects are identified. These results add further support to the argument that substantial flows of …