Are cryptos safe-haven assets during Covid-19? Evidence from wavelet coherence analysis
(2021)
Journal Article
This study adds to the inconclusive debate on safe-haven properties of cryptocurrencies during Covid-19 by analyzing the use of wavelet coherence framework on the global Covid-19 fear index, cryptocurrency implied volatility index (VCRIX), and crypto... Read More about Are cryptos safe-haven assets during Covid-19? Evidence from wavelet coherence analysis.