This paper assesses the impact of US policy responses to the Covid-19 pandemic on various cryptocurrencies and also …

such as cryptocurrencies, financial technology, and artificial intelligence stocks using fractional integration techniques …

. This paper investigates the connectedness between the 10 most traded cryptocurrencies and gold as well as crude oil markets … cryptocurrencies. Our fndings reveal that during the COVID 19 pandemic, gold is a strong safe-haven for Bitcoin, Litecoin, and Monero … markets; however, during the COVID-19 period, the direction of causality shifted, with cryptocurrencies exerting infuence on …

Litecoin), this study examines the return and volatility spillover between these cryptocurrencies during the pre-COVID-19 …Through the application of the VAR-AGARCH model to intra-day data for three cryp-tocurrencies (Bitcoin, Ethereum, and …-Litecoin, and Ethereum-Litecoin pairs. However, the volatility transmissions are found to be different during the two sample periods …

This research examines the behaviour of cryptocurrencies and stock markets during the COVID-19 pandemic through the … both cryptocurrency and stock prices fell steeply. Despite this turn-down, cryptocurrencies promptly rebounded, while stock …

, though their volatility persistence has decreased. …

We study the interactions between cryptocurrencies, stock markets, and economic policy uncertainty (EPU) by means of a … within cryptocurrencies and stock markets. We document a greater heterogeneity across cryptocurrencies than stocks, with a … uncertainty, with cryptocurrencies providing a safe haven against the Chinese and the U.K., but not the U.S., EPU …

We apply the GARCH-MIDAS framework to forecast the daily, weekly, and monthly volatility of five highly capitalized … Cryptocurrencies (Bitcoin, Etherium, Litecoin, Ripple, and Stellar) as well as the Cryptocurrency index CRIX. Based on the prediction … quality, we determine the most important exogenous drivers of volatility in Cryptocurrency markets. We find that the Global …

the pandemic, and the effect of the TMU on Bitcoin's conditional volatility is significantly greater during the pandemic …

volatility with correlated jumps (SVCJ) model in combination with several rolling windows, it is possible to capture the extreme …: during bullish periods, volatility stabilizes at low levels and the size and volatility of jumps in mean decreases. In … bearish periods though, volatility increases and takes longer to return to its long-run trend. Furthermore, jumps in mean and …