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The Volatility Generating Effects of Macroeconomic News on Cryptocurrency Returns

Corbet, Shaen - 2018

This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news affects stock returns, commodities and interest rates. We extend the approach developed by Birz and Lott [2011] to examine the hypothesis...

Persistent link: https://www.econbiz.de/10012924762

COVID-19 Infection Data, Policy Interventions or Sentiment; What Explains International Stock Returns and Volatility?

Virk, Nader - 2021

We examine the impact of COVID-19 (C-19) pandemic on global equity markets by constructing novel infection indices. Our results show that the impact of prompt and large-scale policy interventions is ambiguous yet statistically significant. However, in this equivocality, the impact of global...

Persistent link: https://www.econbiz.de/10013242732

COVID-19 and cryptocurrency market : impact on return, volatility and liquidity

Zargar, Faisal Nazir; Kumar, Dilip - In: The journal of prediction markets 16 (2022) 2, pp. 19-38

Persistent link: https://www.econbiz.de/10014289740

The impact of macroeconomic news on Bitcoin returns

Corbet, Shaen; Larkin, Charles; Lucey, Brian M.; … - In: The European journal of finance 26 (2020) 14, pp. 1396-1416

Persistent link: https://www.econbiz.de/10012264974

The effect of the COVID-19 pandemic on multifractals of price returns and trading volume variations of cryptocurrencies

Lahmiri, Salim - In: Decision analytics journal 6 (2023), pp. 1-5

offer an interesting investment during times of serious world economic downturns. …

Persistent link: https://www.econbiz.de/10014505962

Long memory in Bitcoin and ether returns and volatility and Covid-19 pandemic

Sosa, Miriam; Ortiz, Edgar; Cabello-Rosales, Alejandra - In: Studies in economics and finance 40 (2023) 3, pp. 411-424

Persistent link: https://www.econbiz.de/10014252615

Causality between economic policy uncertainty and real housing returns in emerging economies : a cross-sample validation approach

Aye, Goodness C. - In: Cogent economics & finance 6 (2018) 1, pp. 1-16

This paper examines whether economic policy uncertainty (EPU) causes real housing returns in 8 emerging economies for which EPU data are available namely: Brazil, Chile, China, India, Ireland, Russia, South Africa and South Korea. Quarterly data were used for the analysis. The study uses...

Persistent link: https://www.econbiz.de/10011905243

Stock market volatility response to COVID-19 : evidence from Thailand

Suthasinee Suwannapak; Surachai Chancharat - In: Journal of risk and financial management : JRFM 15 (2022) 12, pp. 1-9

This study investigated how stock market volatility responded dynamically to unexpected changes during the COVID-19 … pandemic and the resulting uncertainty in Thailand. Using a multivariate GARCH-BEKK model, the conditional volatility dynamics …, the interlinkages, and the conditional correlations between stock market volatility and the increasing rate of COVID-19 …

Persistent link: https://www.econbiz.de/10014284290

The Effect of COVID Pandemic on Cryptocurrency Markets : A Literature Review

Zarifhonarvar, Ali - 2023

. Then I examine research on herding behavior during Covid in the crypto market and the efficiency and volatility of …

Persistent link: https://www.econbiz.de/10014258769

Cryptocurrencies, technology stocks, Covid-19 and US policy responses: a fractional integration analysis

Abakah, Emmanuel Joel Aikins; Caporale, Guglielmo Maria; … - 2022

This paper assesses the impact of US policy responses to the Covid-19 pandemic on various cryptocurrencies and also technology stocks using fractional integration techniques. More precisely, it analyses the behaviour of the percentage returns in the case of nine major coins (Bitcoin - BITC,...

Persistent link: https://www.econbiz.de/10013041344

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