1,422
Views
44
CrossRef citations to date
0
Altmetric
Research Article

COVID-19 and cryptocurrency market: Evidence from quantile connectedness

ORCID Icon, ORCID Icon, &

Keep up to date with the latest research on this topic with citation updates for this article.

Read on this site (9)

Rajeev K. Goel & Ummad Mazhar. (2024) Are the informal economy and cryptocurrency substitutes or complements?. Applied Economics 56:20, pages 2470-2481.
Read now
Cong Yu & Yun Chen. (2024) The impact of regulatory ban on connectedness of cryptocurrency market. Applied Economics Letters 31:7, pages 654-660.
Read now
Alessandro Cremaschini, Antonio Punzo, Eliano Martellucci & Antonello Maruotti. (2023) On stylized facts of cryptocurrencies returns and their relationship with other assets, with a focus on the impact of COVID-19. Applied Economics 55:32, pages 3675-3688.
Read now
Hilmi Tunahan Akkus & Mesut Dogan. (2023) Analysis of dynamic connectedness relationships between cryptocurrency, NFT and DeFi assets: TVP-VAR approach. Applied Economics Letters 0:0, pages 1-6.
Read now
Zaghum Umar, Mariya Gubareva & Tatiana Sokolova. (2023) Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis. Applied Economics 55:12, pages 1371-1387.
Read now
Wei Kuang. (2022) Is hedge fund a hedge for equity markets?. Applied Economics 54:27, pages 3154-3179.
Read now
Faheem Aslam, Khurrum S. Mughal, Saqib Aziz, Muhammad Farooq Ahmad & Dhoha Trabelsi. (2022) COVID-19 pandemic and the dependence structure of global stock markets. Applied Economics 54:18, pages 2013-2031.
Read now
Muhammad Abubakr Naeem, Nadia Arfaoui, Sitara Karim & Weng Marc Lim. Tourism market in turbulent times: evidence of asymmetric connectedness. Current Issues in Tourism 0:0, pages 1-30.
Read now

Articles from other publishers (35)

Imran Yousaf, Linh Pham & John W. Goodell. (2024) Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach. International Review of Financial Analysis 94, pages 103156.
Crossref
Walid Mensi, Mobeen Ur Rehman, Xuan Vinh Vo & Sang Hoon Kang. (2024) Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. Economic Analysis and Policy 82, pages 449-479.
Crossref
Sitara Karim, Muhammad Shafiullah & Muhammad Abubakr Naeem. (2024) When one domino falls, others follow: A machine learning analysis of extreme risk spillovers in developed stock markets. International Review of Financial Analysis 93, pages 103202.
Crossref
Jun Long, Xianghui Yuan, Liwei Jin & Chencheng Zhao. (2024) Connectedness and risk spillover in China's commodity futures sectors. Journal of Futures Markets 44:5, pages 784-802.
Crossref
Walid Mensi, Anoop S. Kumar, Hee-Un Ko & Sang Hoon Kang. (2024) Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes. Eurasian Economic Review.
Crossref
Md Iftekhar Hasan Chowdhury, Mudassar Hasan, Elie Bouri & Yayan Tang. (2024) Emotional spillovers in the cryptocurrency market. Journal of Behavioral and Experimental Finance 41, pages 100878.
Crossref
Aleksander Mercik, Tomasz Słoński & Marta Karaś. (2024) Understanding crypto-asset exposure: An investigation of its impact on performance and stock sensitivity among listed companies. International Review of Financial Analysis 92, pages 103070.
Crossref
Imran Yousaf, Afsheen Abrar & Larisa Yarovaya. (2023) Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?. Journal of International Financial Markets, Institutions and Money 89, pages 101881.
Crossref
Bikramaditya Ghosh, Mariya Gubareva, Noshaba Zulfiqar & Ahmed Bossman. (2023) Is there a nexus between NFT, DeFi and carbon allowances during extreme events?. China Finance Review International.
Crossref
Sanjeev Kumar, Reetika Jain, Narain, Faruk Balli & Mabruk Billah. (2023) Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war. International Review of Economics & Finance 88, pages 547-593.
Crossref
Mustafa Raza Rabbani, Syed Mabruk Billah, Muneer Shaik, Mashuk Rahman & Rhada Boujlil. (2023) Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets. Global Finance Journal 58, pages 100901.
Crossref
Imran Yousaf, Linh Pham & John W. Goodell. (2023) Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach. International Review of Economics & Finance 86, pages 271-283.
Crossref
Dora Almeida, Andreia Dionísio, Paulo Ferreira & Isabel Vieira. (2023) Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis. FinTech 2:2, pages 294-310.
Crossref
Abhishek Sah & Biswajit Patra. (2023) Dynamic Linkages Among Cryptocurrencies: The Role of COVID-19. Asian Economics Letters 4:2.
Crossref
Walid Mensi, Mariya Gubareva, Hee-Un Ko, Xuan Vinh Vo & Sang Hoon Kang. (2023) Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets. Financial Innovation 9:1.
Crossref
Zaheer Anwer, Saqib Farid, Ashraf Khan & Noureddine Benlagha. (2023) Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. International Review of Economics & Finance 85, pages 418-431.
Crossref
Onur POLAT. (2023) Dynamic Volatility Connectedness among Cryptocurrencies: Evidence from Time-Frequency Connectedness Networks. Anadolu Üniversitesi Sosyal Bilimler Dergisi 23:1, pages 29-50.
Crossref
Imran Yousaf, Walid Mensi, Xuan Vinh Vo & Sanghoon Kang. (2023) Spillovers and connectedness between Chinese and ASEAN stock markets during bearish and bullish market statuses. International Journal of Emerging Markets.
Crossref
Nezir Köse & Emre Ünal. (2023) Causal relationships between cryptocurrencies: the effects of sampling interval and sample size. Studies in Nonlinear Dynamics & Econometrics 0:0.
Crossref
Imran Yousaf, Afsheen Abrar & Larisa Yarovaya. (2023) Decentralized and Centralized Exchanges: Which Digital Tokens Pose a Greater Contagion Risk?. SSRN Electronic Journal.
Crossref
Niyati Bhanja, Adil Ahmad Shah & Arif Billah Dar. (2023) Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency. Resources Policy 80, pages 103145.
Crossref
Imran Yousaf, Linh Pham & John W. Goodell. (2023) The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach. Journal of International Financial Markets, Institutions and Money 82, pages 101694.
Crossref
José Almeida & Tiago Cruz Gonçalves. (2022) Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review. Journal of Risk and Financial Management 16:1, pages 3.
Crossref
Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, Syed Jawad Hussain Shahzad & Xuan Vinh Vo. (2022) Liquidity connectedness in cryptocurrency market. Financial Innovation 8:1.
Crossref
Nikolaos Giannellis. (2022) Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model. Research in International Business and Finance 63, pages 101801.
Crossref
Imen Mbarki, Abdelwahed Omri & Muhammad Abubakr Naeem. (2022) From sentiment to systemic risk: Information transmission in Asia-Pacific stock markets. Research in International Business and Finance 63, pages 101796.
Crossref
Yu Chen & Boqiang Lin. (2022) Quantifying the extreme spillovers on worldwide ESG leaders' equity. International Review of Financial Analysis 84, pages 102425.
Crossref
Onur Polat. 2022. Future Outlooks on Corporate Finance and Opportunities for Robust Economic Planning. Future Outlooks on Corporate Finance and Opportunities for Robust Economic Planning 21 47 .
Yufeng Chen, Chuwen Wang & Zhitao Zhu. (2022) Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach. Energy Economics 114, pages 106288.
Crossref
Jinxin Cui & Aktham Maghyereh. (2022) Time–frequency co-movement and risk connectedness among cryptocurrencies: new evidence from the higher-order moments before and during the COVID-19 pandemic. Financial Innovation 8:1.
Crossref
Cantürk KAYAHAN, Halilibrahim GÖKGÖZ & Tolga MURAT. (2022) KRİPTO PARALAR VE STABİL COİNLER ARASINDAKİ KANTİL BAĞLANTILILIK. Uluslararası İktisadi ve İdari İncelemeler Dergisi.
Crossref
Chi-Wei Su, Xi Yuan, Muhammad Umar & Tsangyao Chang. (2022) Dynamic price linkage of energies in transformation: Evidence from quantile connectedness. Resources Policy 78, pages 102886.
Crossref
Onur POLAT & Gözde EŞ POLAT. (2022) Kriptopara Bağlantılılığı ve COVID-19: Diebold-Yılmaz ve Frekans Bağlantılılığı YöntemleriCryptocurrency Interdependencies and COVID-19: The Diebold-Yilmaz and the Frequency Connectedness Approaches. Sosyoekonomi 30:51, pages 283-300.
Crossref
Esfandiar Maasoumi & Xi Wu. (2021) Contrasting Cryptocurrencies with Other Assets: Full Distributions and the COVID Impact. Journal of Risk and Financial Management 14:9, pages 440.
Crossref
Walid Mensi, Olusegun Adekoya, Mariya Gubareva & Sanghoon Kang. (2022) Quantile Connectedness and Network Among Green Bonds, Renewable Energy, and G7 Sustainability Markets. SSRN Electronic Journal.
Crossref

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.