We explore the relationship between two novel Twitter-based measures of economic and market uncertainty and the performance of four major cryptocurrencies. Using a battery of methods - quantile regressions, Granger-causality in distributions using copula functions, and directional predictability...

This study examines the connectedness between the US yield curve components (i.e., level, slope, and curvature), exchange rates, and the historical volatility of the exchange rates of the main safe-haven fiat currencies (Canada, Switzerland, EURO, Japan, and the UK) and the leading...

We examine the relationship between cryptocurrencies (namely Bitcoin (BTC), Ethereum (ETH), and Ripple (XRP)) and COVID-19 cases/deaths. The Wavelet coherence analysis indicates that there is initially a negative relationship between Bitcoin and the number of reported cases and deaths; however,...