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The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets

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  1. Lee, Yen-Sheng & Vo, Ace & Chapman, Thomas A., 2022. "Examining the Maturity of Bitcoin Price through a Catastrophic Event: The Case of Structural Break Analysis During the COVID-19 Pandemic," Finance Research Letters, Elsevier, vol. 49(C).
  2. Kamal, Javed Bin & Hassan, M. Kabir, 2022. "Asymmetric connectedness between cryptocurrency environment attention index and green assets," The Journal of Economic Asymmetries, Elsevier, vol. 25(C).
  3. Falik Shear & Badar Nadeem Ashraf & Mohsin Sadaqat, 2020. "Are Investors’ Attention and Uncertainty Aversion the Risk Factors for Stock Markets? International Evidence from the COVID-19 Crisis," Risks, MDPI, vol. 9(1), pages 1-15, December.
  4. Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
  5. Ihsan Erdem Kayral & Ahmed Jeribi & Sahar Loukil, 2023. "Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?," JRFM, MDPI, vol. 16(4), pages 1-22, April.
  6. Nuruddeen Usman & Kodili Nwanneka & Nduka, 2023. "Announcement Effect of COVID-19 on Cryptocurrencies," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 3(3), pages 1-4.
  7. Nick James & Max Menzies, 2021. "Efficiency of communities and financial markets during the 2020 pandemic," Papers 2104.02318, arXiv.org, revised Jul 2021.
  8. Gia Zoidze & George Abuselidze, 2021. "Covid-19 Pandemic And Currency Risk Analysis In Georgia," Entrepreneurship, Faculty of Economics, SOUTH-WEST UNIVERSITY "NEOFIT RILSKI", BLAGOEVGRAD, vol. 9(2), pages 33-46.
  9. Belhoula, Mohamed Malek & Mensi, Walid & Al-Yahyaee, Khamis Hamed, 2024. "Dynamic speculation and efficiency in European natural gas markets during the COVID-19 and Russia-Ukraine crises," Resources Policy, Elsevier, vol. 98(C).
  10. James, Nick & Menzies, Max & Chan, Jennifer, 2021. "Changes to the extreme and erratic behaviour of cryptocurrencies during COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 565(C).
  11. Assaf, Ata & Bhandari, Avishek & Charif, Husni & Demir, Ender, 2022. "Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19," International Review of Financial Analysis, Elsevier, vol. 82(C).
  12. Balcilar, Mehmet & Ozdemir, Huseyin & Agan, Busra, 2022. "Effects of COVID-19 on cryptocurrency and emerging market connectedness: Empirical evidence from quantile, frequency, and lasso networks," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 604(C).
  13. Brajaballav Kar & Chandrabhanu Das, 2022. "Cryptocurrency Response to COVID-19: A Test of Efficient Market Hypothesis," Springer Proceedings in Business and Economics, in: Rabi Narayan Subudhi & Sumita Mishra & Abu Saleh & Dariush Khezrimotlagh (ed.), Future of Work and Business in Covid-19 Era, pages 9-18, Springer.
  14. Lahmiri, Salim & Bekiros, Stelios, 2020. "Renyi entropy and mutual information measurement of market expectations and investor fear during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
  15. David E. Allen, 2022. "Cryptocurrencies, Diversification and the COVID-19 Pandemic," JRFM, MDPI, vol. 15(3), pages 1-25, February.
  16. Lahmiri, Salim & Bekiros, Stelios, 2021. "The effect of COVID-19 on long memory in returns and volatility of cryptocurrency and stock markets," Chaos, Solitons & Fractals, Elsevier, vol. 151(C).
  17. James, Nick & Menzies, Max, 2023. "Collective infectivity of the pandemic over time and association with vaccine coverage and economic development," Chaos, Solitons & Fractals, Elsevier, vol. 176(C).
  18. Afees A. Salisu & Ahamuefula E. Ogbonna & Tirimisiyu F. Oloko & Idris A. Adediran, 2021. "A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic," Sustainability, MDPI, vol. 13(6), pages 1-18, March.
  19. Lahmiri, Salim & Bekiros, Stelios & Bezzina, Frank, 2022. "Evidence of the fractal market hypothesis in European industry sectors with the use of bootstrapped wavelet leaders singularity spectrum analysis," Chaos, Solitons & Fractals, Elsevier, vol. 165(P1).
  20. Yue, Yao & Li, Xuerong & Zhang, Dingxuan & Wang, Shouyang, 2021. "How cryptocurrency affects economy? A network analysis using bibliometric methods," International Review of Financial Analysis, Elsevier, vol. 77(C).
  21. Nick James & Max Menzies, 2021. "Collective correlations, dynamics, and behavioural inconsistencies of the cryptocurrency market over time," Papers 2107.13926, arXiv.org, revised Dec 2021.
  22. Belanes, Amel & Saâdaoui, Foued & Amirat, Amina & Rabbouch, Hana, 2024. "Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 651(C).
  23. Stanislav Vojíř & Jan Kučera, 2021. "Towards Re-Decentralized Future of the Web: Privacy, Security and Technology Development," Acta Informatica Pragensia, Prague University of Economics and Business, vol. 2021(3), pages 349-369.
  24. Ali, Shoaib & Al-Nassar, Nassar S. & Naveed, Muhammad, 2024. "Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets," Global Finance Journal, Elsevier, vol. 60(C).
  25. 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, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-56, December.
  26. Iqbal, Najaf & Fareed, Zeeshan & Wan, Guangcai & Shahzad, Farrukh, 2021. "Asymmetric nexus between COVID-19 outbreak in the world and cryptocurrency market," International Review of Financial Analysis, Elsevier, vol. 73(C).
  27. Assaf, Ata & Mokni, Khaled & Youssef, Manel, 2023. "COVID-19 and information flow between cryptocurrencies, and conventional financial assets," The Quarterly Review of Economics and Finance, Elsevier, vol. 89(C), pages 73-81.
  28. Danai Likitratcharoen & Nopadon Kronprasert & Karawan Wiwattanalamphong & Chakrin Pinmanee, 2021. "The Accuracy of Risk Measurement Models on Bitcoin Market during COVID-19 Pandemic," Risks, MDPI, vol. 9(12), pages 1-16, December.
  29. Raza, Syed Ali & Shah, Nida & Guesmi, Khaled & Msolli, Badreddine, 2022. "How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques," Finance Research Letters, Elsevier, vol. 47(PA).
  30. Pradipta Kumar Sahoo, 2021. "COVID-19 pandemic and cryptocurrency markets: an empirical analysis from a linear and nonlinear causal relationship," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 38(2), pages 454-468, March.
  31. Vidal-Tomás, David, 2021. "Transitions in the cryptocurrency market during the COVID-19 pandemic: A network analysis," Finance Research Letters, Elsevier, vol. 43(C).
  32. Barbu Teodora Cristina & Boitan Iustina Alina & Cepoi Cosmin-Octavian, 2022. "Are cryptocurrencies safe havens during the COVID-19 pandemic? A threshold regression perspective with pandemic-related benchmarks," Economics and Business Review, Sciendo, vol. 8(2), pages 29-49, July.
  33. Jaros{l}aw Kwapie'n & Marcin Wk{a}torek & Stanis{l}aw Dro.zd.z, 2021. "Cryptocurrency Market Consolidation in 2020--2021," Papers 2112.06552, arXiv.org.
  34. Wang, Hao & Wang, Xiaoqian & Yin, Siyuan & Ji, Hao, 2022. "The asymmetric contagion effect between stock market and cryptocurrency market," Finance Research Letters, Elsevier, vol. 46(PA).
  35. Ender Demir & Mehmet Huseyin Bilgin & Gokhan Karabulut & Asli Cansin Doker, 2020. "The relationship between cryptocurrencies and COVID-19 pandemic," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 10(3), pages 349-360, September.
  36. Assaf, Ata & Charif, Husni & Demir, Ender, 2022. "Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19," Finance Research Letters, Elsevier, vol. 47(PA).
  37. James, Nick, 2021. "Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 570(C).
  38. Melki, Abir & Nefzi, Nourhaine, 2022. "Tracking safe haven properties of cryptocurrencies during the COVID-19 pandemic: A smooth transition approach," Finance Research Letters, Elsevier, vol. 46(PA).
  39. Ngo Thai Hung, 2022. "The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis," Economics Bulletin, AccessEcon, vol. 42(1), pages 109-123.
  40. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Gil-Alana, Luis Alberiko, 2022. "The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  41. Foroutan, Parisa & Lahmiri, Salim, 2022. "The effect of COVID-19 pandemic on return-volume and return-volatility relationships in cryptocurrency markets," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).
  42. Duan, Kun & Zhang, Liya & Urquhart, Andrew & Yao, Kai & Peng, Long, 2024. "Do clean and dirty cryptocurrencies connect financial assets differently? The perspective of market inefficiency," Research in International Business and Finance, Elsevier, vol. 70(PB).
  43. Nguyen Hong Yen & Le Thanh Ha, 2023. "Interlinkages of cryptocurrency and stock markets during the COVID-19 pandemic by applying a QVAR model," European Journal of Management and Business Economics, Emerald Group Publishing Limited, vol. 33(1), pages 74-95, March.
  44. Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Pricing efficiency and asymmetric multifractality of major asset classes before and during COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  45. Zhang, Pengcheng & Xu, Kunpeng & Qi, Jiayin, 2023. "The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China," Economic Analysis and Policy, Elsevier, vol. 80(C), pages 222-246.
  46. Joan Sebastián Rojas Rincón, 2024. "Aproximación bibliométrica a la incertidumbre y el riesgo en los mercados de criptomonedas," Lecturas de Economía, Universidad de Antioquia, Departamento de Economía, issue 101, pages 31-60.
  47. Danai Likitratcharoen & Pan Chudasring & Chakrin Pinmanee & Karawan Wiwattanalamphong, 2023. "The Efficiency of Value-at-Risk Models during Extreme Market Stress in Cryptocurrencies," Sustainability, MDPI, vol. 15(5), pages 1-21, March.
  48. Jiang, Yonghong & Wu, Lanxin & Tian, Gengyu & Nie, He, 2021. "Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  49. Kołodziejczyk, Hanna, 2023. "Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
  50. Văn, Lê & Bảo, Nguyễn Khắc Quốc, 2022. "The relationship between global stock and precious metals under Covid-19 and happiness perspectives," Resources Policy, Elsevier, vol. 77(C).
  51. amri amamou, souhir, 2021. "Cryptocurrencies responses to the Covid-19 waves," MPRA Paper 110843, University Library of Munich, Germany.
  52. Lamia Kalai, 2022. "Time Varying Dependence in the Cryptocurrency Market and COVID 19 Panic Index: An Empirical Investigation," International Journal of Economics and Financial Issues, Econjournals, vol. 12(2), pages 37-51, March.
  53. Shehzad, Khurram & Bilgili, Faik & Zaman, Umer & Kocak, Emrah & Kuskaya, Sevda, 2021. "Is gold favourable than bitcoin during the COVID-19 outbreak? Comparative analysis through wavelet approach," Resources Policy, Elsevier, vol. 73(C).
  54. Dmitry V. Boguslavsky & Natalia P. Sharova & Konstantin S. Sharov, 2021. "Cryptocurrency as Epidemiologically Safe Means of Transactions: Diminishing Risk of SARS-CoV-2 Spread," Mathematics, MDPI, vol. 9(24), pages 1-19, December.
  55. Kumari, Pooja & Mamidala, Vasanthi & Chavali, Kavita & Behl, Abhishek, 2024. "The changing dynamics of crypto mining and environmental impact," International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 940-953.
  56. Wasiuzzaman, Shaista & Haji Abdul Rahman, Hajah Siti Wardah, 2021. "Performance of gold-backed cryptocurrencies during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 43(C).
  57. Ben Khelifa, Soumaya & Guesmi, Khaled & Urom, Christian, 2021. "Exploring the relationship between cryptocurrencies and hedge funds during COVID-19 crisis," International Review of Financial Analysis, Elsevier, vol. 76(C).
  58. Jacek Karasinski, 2022. "The Impact of the COVID-19 Outbreak on the Weak-Form Informational Efficiency of the Warsaw Stock Exchange (Wplyw wybuchu epidemii COVID-19 na efektywnosc informacyjna Gieldy Papierow Wartosciowych w ," Research Reports, University of Warsaw, Faculty of Management, vol. 2(37), pages 15-28.
  59. Banerjee, Ameet Kumar & Akhtaruzzaman, Md & Dionisio, Andreia & Almeida, Dora & Sensoy, Ahmet, 2022. "Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment," Journal of Behavioral and Experimental Finance, Elsevier, vol. 36(C).
  60. Wasiuzzaman, Shaista & Muhd Azwan, Ayu Nadhirah & Hj Nordin, Aina Nazurah, 2023. "Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020," Emerging Markets Review, Elsevier, vol. 54(C).
  61. Nick James, 2021. "Dynamics, behaviours, and anomaly persistence in cryptocurrencies and equities surrounding COVID-19," Papers 2101.00576, arXiv.org, revised Feb 2021.
  62. Davide Provenzano & Rodolfo Baggio, 2021. "Complexity traits and synchrony of cryptocurrencies price dynamics," Decisions in Economics and Finance, Springer;Associazione per la Matematica, vol. 44(2), pages 941-955, December.
  63. Mustafa Özer & Serap Kamisli & Fatih Temizel & Melik Kamisli, 2022. "Are COVID-19-Related Economic Supports One of the Drivers of Surge in Bitcoin Market? Evidence from Linear and Non-Linear Causality Tests," Mathematics, MDPI, vol. 11(1), pages 1-24, December.
  64. Le Thanh Ha, 2022. "Interlinkages of cryptocurrency and stock markets during COVID-19 pandemic by applying a TVP-VAR extended joint connected approach," Journal of Economic Studies, Emerald Group Publishing Limited, vol. 50(3), pages 407-428, March.
  65. Alves, P.R.L., 2022. "Quantifying chaos in stock markets before and during COVID-19 pandemic from the phase space reconstruction," Mathematics and Computers in Simulation (MATCOM), Elsevier, vol. 202(C), pages 480-499.
  66. Espinosa-Paredes, G. & Rodriguez, E. & Alvarez-Ramirez, J., 2022. "A singular value decomposition entropy approach to assess the impact of Covid-19 on the informational efficiency of the WTI crude oil market," Chaos, Solitons & Fractals, Elsevier, vol. 160(C).
  67. Behnood, Ali & Mohammadi Golafshani, Emadaldin & Hosseini, Seyedeh Mohaddeseh, 2020. "Determinants of the infection rate of the COVID-19 in the U.S. using ANFIS and virus optimization algorithm (VOA)," Chaos, Solitons & Fractals, Elsevier, vol. 139(C).
  68. An Pham Ngoc Nguyen & Martin Crane & Thomas Conlon & Marija Bezbradica, 2024. "Herding Unmasked: Insights into Cryptocurrencies, Stocks and US ETFs," Papers 2407.08069, arXiv.org, revised Dec 2024.
  69. Nitithumbundit, Thanakorn & Chan, Jennifer S.K., 2022. "Covid-19 impact on Cryptocurrencies market using Multivariate Time Series Models," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 365-375.
  70. Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023. "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, vol. 64(C).
  71. Nguyen, Bao Khac Quoc & Pham, Dung Thi Ngoc, 2025. "Investing during a Fintech revolution: The hedge and safe haven properties of Bitcoin and Ethereum," Research in International Business and Finance, Elsevier, vol. 73(PA).
  72. Salim Lahmiri, 2025. "Wavelet Entropy for Efficiency Assessment of Price, Return, and Volatility of Brent and WTI During Extreme Events," Commodities, MDPI, vol. 4(2), pages 1-10, March.
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