Author(s): Foroutan P; Lahmiri S;

Understanding the dynamics of cryptocurrency markets during financial crises such as the recent one caused by the COVID-19 pandemic is crucial for policy makers and investors. In this study, the effect of COVID-19 pandemic on the return-volatility and retur ...

Article GUID: 36068915

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