Author(s): Lahmiri S; Bekiros S;

The main purpose of our paper is to evaluate the impact of the COVID-19 pandemic on randomness in volatility series of world major markets and to examine its effect on their interconnections. The data set includes equity (Bitcoin and Standard and Poor's ...

Article GUID: 33286604

Author(s): Lahmiri S; Bekiros S;

The COVID-19 pandemic has seriously affected world economies. In this regard, it is expected that information level and sharing between equity, digital currency, and energy markets has been altered due to the pandemic outbreak. Specifically, the resulting t ...

Article GUID: 32834621