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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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Hlavní autoři: Parisa Foroutan, Salim Lahmiri
Médium: Artigo
Jazyk:Inglês
Vydáno: SpringerOpen 2024-05-01
Edice:Financial Innovation
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On-line přístup:https://doi.org/10.1186/s40854-023-00596-x
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