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cryptocurrency and equity markets in both advanced and emerging economies. The purpose of the study is twofold. First, the study … investigates the presence of the pure (narrow) form of financial contagion between cryptocurrency and stock markets in both … between cryptocurrency and equity markets. The high conditional correlation was mostly detected in periods of financial …
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stock market and cryptocurrency returns both in the short and long run are changing during the COVID-19 crisis period, which …
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This study examines the responses of Bitcoin and gold to categorical financial stress and compares the responses before and during the COVID-19 pandemic. The OLS and Quantile regression estimations revealed that gold and Bitcoin exhibit similar reactions in full and pre COVID-19 samples. Gold...
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The letter examines herding in the most liquid cryptocurrency markets relative to traditional financial markets of 10 … on time. Additionally, we report asymmetric herd behaviour in the cryptocurrency and stock markets, indicative that …
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