Is cryptocurrency still a safe haven for assets in light of the COVID-19 waves? : evidence from wavelet coherence analysis
Year of publication: |
2023
|
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Authors: | Benammar, Riadh ; Boubaker, Adel ; ElMelki, Anas |
Published in: |
International Journal of Financial Markets and Derivatives : IJFMD. - Genève [u.a.] : Inderscience Enterprises, ISSN 1756-7149, ZDB-ID 2545128-5. - Vol. 9.2023, 3, p. 155-169
|
Subject: | COVID-19 waves | cryptocurrency | safe haven | uncertainty | wavelet coherence | Coronavirus | Virtuelle Währung | Virtual currency | Welt | World | Risiko | Risk | Zustandsraummodell | State space model |
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