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How the cryptocurrency market has performed during COVID 19? A multifractal analysis

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  1. Ahmad, Wasim & Kutan, Ali M. & Gupta, Smarth, 2021. "Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets," International Review of Economics & Finance, Elsevier, vol. 75(C), pages 546-557.
  2. 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.
  3. José Almeida & Tiago Cruz Gonçalves, 2023. "A Decade of Cryptocurrency Investment Literature: A Cluster-Based Systematic Analysis," IJFS, MDPI, vol. 11(2), pages 1-20, May.
  4. Niculaescu, Corina E. & Sangiorgi, Ivan & Bell, Adrian R., 2023. "Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors," International Review of Financial Analysis, Elsevier, vol. 88(C).
  5. 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).
  6. Amel Farhat & Amal Hili, 2024. "The performance of compliant stocks during the Covid-19 crisis," Journal of Asset Management, Palgrave Macmillan, vol. 25(1), pages 70-95, February.
  7. Jamila Abaidi Hasnaoui & Syed Kumail Abbas Rizvi & Krishna Reddy & Nawazish Mirza & Bushra Naqvi, 2021. "Human capital efficiency, performance, market, and volatility timing of asian equity funds during COVID-19 outbreak," Journal of Asset Management, Palgrave Macmillan, vol. 22(5), pages 360-375, September.
  8. Kakinaka, Shinji & Umeno, Ken, 2022. "Cryptocurrency market efficiency in short- and long-term horizons during COVID-19: An asymmetric multifractal analysis approach," Finance Research Letters, Elsevier, vol. 46(PA).
  9. Faheem Aslam & Paulo Ferreira & Haider Ali & Ana Ercília José, 2022. "Application of Multifractal Analysis in Estimating the Reaction of Energy Markets to Geopolitical Acts and Threats," Sustainability, MDPI, vol. 14(10), pages 1-23, May.
  10. Umit BULUT, 2021. "The response of monetary policy to the COVID-19 pandemic in Turkey. The path of a credit-based economic recovery," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania - AGER, vol. 0(1(626), S), pages 231-238, Spring.
  11. Haider Ali & Faheem Aslam & Paulo Ferreira, 2021. "Modeling Dynamic Multifractal Efficiency of US Electricity Market," Energies, MDPI, vol. 14(19), pages 1-16, September.
  12. Maher Abida & Emna Mnif, 2023. "Investor Attention in Cryptocurrency Markets: Examining the Effects of Vaccination and COVID-19 Spread through a Wavelet Approach," International Journal of Economics and Financial Issues, Econjournals, vol. 13(5), pages 43-51, September.
  13. Andrew Phiri, 2022. "Changing efficiency of BRICS currency markets during the COVID-19 pandemic," Economic Change and Restructuring, Springer, vol. 55(3), pages 1673-1699, August.
  14. Min Bai & Ly Ho, 2023. "How do gold and oil react to the COVID-19 pandemic: A review," Energy & Environment, , vol. 34(7), pages 2876-2902, November.
  15. Brada, Josef C. & Gajewski, Paweł & Kutan, Ali M., 2021. "Economic resiliency and recovery, lessons from the financial crisis for the COVID-19 pandemic: A regional perspective from Central and Eastern Europe," International Review of Financial Analysis, Elsevier, vol. 74(C).
  16. Yang, Ming-Yuan & Wang, Chengjin & Wu, Zhen-Guo & Wu, Xin & Zheng, Chengsi, 2023. "Influential risk spreaders and their contribution to the systemic risk in the cryptocurrency network," Finance Research Letters, Elsevier, vol. 57(C).
  17. 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).
  18. Stanis{l}aw Dro.zd.z & Jaros{l}aw Kwapie'n & Pawe{l} O'swik{e}cimka & Tomasz Stanisz & Marcin Wk{a}torek, 2020. "Complexity in economic and social systems: cryptocurrency market at around COVID-19," Papers 2009.10030, arXiv.org.
  19. amri amamou, souhir, 2021. "Cryptocurrencies responses to the Covid-19 waves," MPRA Paper 110843, University Library of Munich, Germany.
  20. 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).
  21. 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).
  22. 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.
  23. 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).
  24. Cakici, Nusret & Zaremba, Adam, 2021. "Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 72(C).
  25. Padhan, Rakesh & Prabheesh, K.P., 2021. "The economics of COVID-19 pandemic: A survey," Economic Analysis and Policy, Elsevier, vol. 70(C), pages 220-237.
  26. Darko Vukovic & Moinak Maiti & Zoran Grubisic & Elena M. Grigorieva & Michael Frömmel, 2021. "COVID-19 Pandemic: Is the Crypto Market a Safe Haven? The Impact of the First Wave," Sustainability, MDPI, vol. 13(15), pages 1-17, July.
  27. Tran, Yen & Vu, Huong & Klusak, Patrycja & Kraemer, Moritz & Hoang, Tri, 2021. "Sovereign credit ratings during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, vol. 78(C).
  28. Salisu, Afees & Ogbonna, Ahamuefula & Oloko, Tirimisiyu, 2020. "Pandemics and cryptocurrencies," MPRA Paper 109597, University Library of Munich, Germany.
  29. 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).
  30. Faheem Aslam & Paulo Ferreira & Haider Ali & Sumera Kauser, 2022. "Herding behavior during the Covid-19 pandemic: a comparison between Asian and European stock markets based on intraday multifractality," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, vol. 12(2), pages 333-359, June.
  31. Fairouz Mustafa & Suman Lodh & Monomita Nandy & Vikas Kumar, 2022. "Coupling of cryptocurrency trading with the sustainable environmental goals: Is it on the cards?," Business Strategy and the Environment, Wiley Blackwell, vol. 31(3), pages 1152-1168, March.
  32. 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).
  33. Zdravka Aljinoviæ & Tea Šestanoviæ & Blanka Škrabiæ Periæ, 2022. "A New Evidence of the Relationship between Cryptocurrencies and other Assets from the COVID-19 Crisis," Journal of Economics / Ekonomicky casopis, Institute of Economic Research, Slovak Academy of Sciences, vol. 70(7-8), pages 603-621, July.
  34. Zaremba, Adam & Kizys, Renatas & Aharon, David Y., 2021. "Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic," Finance Research Letters, Elsevier, vol. 43(C).
  35. 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.
  36. Arouxet, M. Belén & Bariviera, Aurelio F. & Pastor, Verónica E. & Vampa, Victoria, 2022. "Covid-19 impact on cryptocurrencies: Evidence from a wavelet-based Hurst exponent," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 596(C).
  37. 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.
  38. Yang, Ming-Yuan & Wu, Zhen-Guo & Wu, Xin, 2022. "An empirical study of risk diffusion in the cryptocurrency market based on the network analysis," Finance Research Letters, Elsevier, vol. 50(C).
  39. Łęt Blanka & Sobański Konrad & Świder Wojciech & Włosik Katarzyna, 2022. "Is the cryptocurrency market efficient? Evidence from an analysis of fundamental factors for Bitcoin and Ethereum," International Journal of Management and Economics, Warsaw School of Economics, Collegium of World Economy, vol. 58(4), pages 351-370, December.
  40. Alexander Guzmán & Christian Pinto-Gutiérrez & María-Andrea Trujillo, 2021. "Trading Cryptocurrencies as a Pandemic Pastime: COVID-19 Lockdowns and Bitcoin Volume," Mathematics, MDPI, vol. 9(15), pages 1-15, July.
  41. dos Santos Maciel, Leandro, 2023. "Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability," Global Finance Journal, Elsevier, vol. 58(C).
  42. Serdar Neslihanoglu, 2021. "Linearity extensions of the market model: a case of the top 10 cryptocurrency prices during the pre-COVID-19 and COVID-19 periods," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 7(1), pages 1-27, December.
  43. 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).
  44. Rolando Rubilar-Torrealba & Karime Chahuán-Jiménez & Hanns de la Fuente-Mella, 2023. "A Stochastic Analysis of the Effect of Trading Parameters on the Stability of the Financial Markets Using a Bayesian Approach," Mathematics, MDPI, vol. 11(11), pages 1-14, May.
  45. 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.
  46. Cristiana Vaz & Rui Pascoal & Helder Sebastião, 2021. "Price Appreciation and Roughness Duality in Bitcoin: A Multifractal Analysis," Mathematics, MDPI, vol. 9(17), pages 1-18, August.
  47. 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).
  48. 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).
  49. Zaremba, Adam & Kizys, Renatas & Tzouvanas, Panagiotis & Aharon, David Y. & Demir, Ender, 2021. "The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
  50. Khan, Khalid & Su, Chi-Wei & Khurshid, Adnan & Umar, Muhammad, 2022. "COVID-19 impact on multifractality of energy prices: Asymmetric multifractality analysis," Energy, Elsevier, vol. 256(C).
  51. Éder Pereira & Paulo Ferreira & Derick Quintino, 2022. "Non-Fungible Tokens (NFTs) and Cryptocurrencies: Efficiency and Comovements," FinTech, MDPI, vol. 1(4), pages 1-8, October.
  52. 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.
  53. Sène, Babacar & Mbengue, Mohamed Lamine & Allaya, Mouhamad M., 2021. "Overshooting of sovereign emerging eurobond yields in the context of COVID-19," Finance Research Letters, Elsevier, vol. 38(C).
  54. Foued Sa^adaoui, 2023. "Structured Multifractal Scaling of the Principal Cryptocurrencies: Examination using a Self-Explainable Machine Learning," Papers 2304.08440, arXiv.org.
  55. Le, Trung Hai & Do, Hung Xuan & Nguyen, Duc Khuong & Sensoy, Ahmet, 2021. "Covid-19 pandemic and tail-dependency networks of financial assets," Finance Research Letters, Elsevier, vol. 38(C).
  56. Faik Bilgili & Emrah Koçak & Sevda Kuşkaya, 2023. "Dynamics and Co-movements Between the COVID-19 Outbreak and the Stock Market in Latin American Countries: An Evaluation Based on the Wavelet-Partial Wavelet Coherence Model," Evaluation Review, , vol. 47(4), pages 630-652, August.
  57. Noman, Abu Hanifa Md & Karim, Muhammad Mahmudul & Hassan, Mohammad Kabir & Khan, Muhammad Asif & Pervin, Sajeda, 2023. "COVID-19 pandemic and the dynamics of major investable assets: What gives shelter to investors?," International Review of Economics & Finance, Elsevier, vol. 86(C), pages 14-30.
  58. Louhichi, Waël & Ftiti, Zied & Ameur, Hachmi Ben, 2021. "Measuring the global economic impact of the coronavirus outbreak: Evidence from the main cluster countries," Technological Forecasting and Social Change, Elsevier, vol. 167(C).
  59. 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).
  60. Apergis, Nicholas, 2022. "COVID-19 and cryptocurrency volatility: Evidence from asymmetric modelling," Finance Research Letters, Elsevier, vol. 47(PA).
  61. 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).
  62. Chen, Meichen & Qin, Cong & Zhang, Xiaoyu, 2022. "Cryptocurrency price discrepancies under uncertainty: Evidence from COVID-19 and lockdown nexus," Journal of International Money and Finance, Elsevier, vol. 124(C).
  63. Saâdaoui, Foued, 2023. "Skewed multifractal scaling of stock markets during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
  64. Charfeddine, Lanouar & Benlagha, Noureddine & Khediri, Karim Ben, 2022. "An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens," Research in International Business and Finance, Elsevier, vol. 62(C).
  65. Marcin Wątorek & Jarosław Kwapień & Stanisław Drożdż, 2022. "Multifractal Cross-Correlations of Bitcoin and Ether Trading Characteristics in the Post-COVID-19 Time," Future Internet, MDPI, vol. 14(7), pages 1-15, July.
  66. Catarina Alexandra Neves Proença & Maria Elisabete Duarte Neves & Maria Castelo Baptista Gouveia & Mara Teresa Silva Madaleno, 2023. "Technological, healthcare and consumer funds efficiency: influence of COVID-19," Operational Research, Springer, vol. 23(2), pages 1-42, June.
  67. Bazán-Palomino, Walter & Winkelried, Diego, 2021. "FX markets’ reactions to COVID-19: Are they different?," International Economics, Elsevier, vol. 167(C), pages 50-58.
  68. Memon, Bilal Ahmed & Yao, Hongxing & Naveed, Hafiz Muhammad, 2022. "Examining the efficiency and herding behavior of commodity markets using multifractal detrended fluctuation analysis. Empirical evidence from energy, agriculture, and metal markets," Resources Policy, Elsevier, vol. 77(C).
  69. Shafiqah Azman & Dharini Pathmanathan & Aerambamoorthy Thavaneswaran, 2022. "Forecasting the Volatility of Cryptocurrencies in the Presence of COVID-19 with the State Space Model and Kalman Filter," Mathematics, MDPI, vol. 10(17), pages 1-15, September.
  70. Nick James & Max Menzies, 2021. "Efficiency of communities and financial markets during the 2020 pandemic," Papers 2104.02318, arXiv.org, revised Jul 2021.
  71. Díaz, Fernando & Henríquez, Pablo A. & Winkelried, Diego, 2022. "Stock market volatility and the COVID-19 reproductive number," Research in International Business and Finance, Elsevier, vol. 59(C).
  72. Almeida, José & Gonçalves, Tiago Cruz, 2023. "A systematic literature review of investor behavior in the cryptocurrency markets," Journal of Behavioral and Experimental Finance, Elsevier, vol. 37(C).
  73. Afees A. Salisu & Lukman Lasisi & Abeeb Olaniran, 2021. "Do Epidemics and Pandemics Have Predictive Content for Exchange Rate Movements? Evidence for Asian Economies," Asian Economics Letters, Asia-Pacific Applied Economics Association, vol. 2(3), pages 1-6.
  74. 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.
  75. Kim, Minseong, 2021. "A psychological approach to Bitcoin usage behavior in the era of COVID-19: Focusing on the role of attitudes toward money," Journal of Retailing and Consumer Services, Elsevier, vol. 62(C).
  76. Sanjay Kumar Rout & Hrushikesh Mallick, 2022. "Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, vol. 29(4), pages 697-734, December.
  77. Ştefan Cristian Gherghina & Liliana Nicoleta Simionescu, 2023. "Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-58, December.
  78. Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z, 2022. "Multifractal cross-correlations of bitcoin and ether trading characteristics in the post-COVID-19 time," Papers 2208.01445, arXiv.org.
  79. 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).
  80. Aiman Hairudin & Imtiaz Mohammad Sifat & Azhar Mohamad & Yusniliyana Yusof, 2022. "Cryptocurrencies: A survey on acceptance, governance and market dynamics," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(4), pages 4633-4659, October.
  81. 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.
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