Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic
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DOI: 10.1016/j.frl.2021.101954
Abstract: Abstract This research examines the behaviour of cryptocurrencies and stock markets during the COVID-19 pandemic through the wavelet coherence approach and Markov switching autoregressive model. Our results show a financial contagion in March, since both… read more here.
Keywords: cryptocurrency; raised abyss; cryptocurrency stock; stock ... See more keywords