The Effect of COVID-19 Transmission on Cryptocurrencies

被引：0
|
作者：
Dardouri, Nesrine [1 ]
Aguir, Abdelkader [2 ]
Smida, Mounir [1 ]
机构：
[1] Univ Sousse, Fac Econ & Management Sousse, MOFID LAB, Sousse 4000, Tunisia
[2] Lab ESPI2R, Grp ESPI, F-92300 Paris, France
来源：
RISKS | 2023年 / 11卷 / 08期
关键词：
COVID-19; coronavirus; cryptocurrency; price volatility; liquidity; COINTEGRATION; BITCOIN; VOLATILITY; MARKETS;
D O I：
10.3390/risks11080139
中图分类号：
F8 [财政、金融];
学科分类号：
0202 ;
摘要：
In recent years, Bitcoin and other cryptocurrencies like Ethereum and Dogecoin have emerged as important asset classes in general, and diversification and hedging instruments in particular. The recent COVID-19 pandemic has provided the chance to examine and assess cryptocurrencies' behavior during extremely stressful times. The methodology of this study is based on an estimate using the ARDL model from 22 January 2020 to 12 March 2021, allowing us to analyze the long-term and short-term relationship between cryptocurrencies and COVID-19. Our results demonstrate that there is cointegration between the chosen cryptocurrencies in the market and COVID-19. The results indicate that Bitcoin, ETH, and DOGE prices were affected by COVID-19, which means that the pandemic seriously affected the three cryptocurrency prices.
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页数：12
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