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Connectedness of cryptocurrency markets to crude oil and gold: an analysis of the effect of COVID-19 pandemic

Abstract The notion that investors shift to gold during economic market crises remains unverified for many cryptocurrency markets. This paper investigates the connectedness between the 10 most traded cryptocurrencies and gold as well as crude oil markets pre-COVID-19 and during COVID-19. Through the...

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Autori principali: Parisa Foroutan, Salim Lahmiri
Natura: Artigo
Lingua:Inglês
Pubblicazione: SpringerOpen 2024-05-01
Serie:Financial Innovation
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Accesso online:https://doi.org/10.1186/s40854-023-00596-x
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