The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies
Year of publication: |
2021
|
---|---|
Authors: | Umar, Zaghum ; Jareño, Francisco ; González Pérez, María de la O |
Published in: |
Technological forecasting & social change : an international journal. - Amsterdam : Elsevier, ISSN 0040-1625, ZDB-ID 280700-2. - Vol. 172.2021, p. 1-16
|
Subject: | Connectedness | Coronavirus media coverage index (MCI) | COVID-19 pandemic crisis | Cryptocurrencies | Fiat currencies | Coronavirus | Virtuelle Währung | Virtual currency | Welt | World | Mediale Berichterstattung | Media coverage | Volatilität | Volatility | Papierwährung | Fiat money | Wirkungsanalyse | Impact assessment |
-
Umar, Zaghum, (2022)
-
Umar, Zaghum, (2023)
-
Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
Banerjee, Ameet Kumar, (2022)
- More ...
-
Jareño, Francisco, (2022)
-
González Pérez, María de la O, (2015)
-
Interest rate sensitivity of spanish companies : an extension of the Fama-French five-factor model
Jareño, Francisco, (2018)
- More ...