The contagion effects of the COVID-19 pandemic: evidence from gold and cryptocurrencies
At the beginning of the 2020 global COVID-2019 pandemic, Chinese financial markets acted as the epicentre of both physical and financial contagion. Our results indicate that a number of characteristics expected during a “flight to safety” were present during the period analysed. The volatility relat...
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| Định dạng: | Journal Article |
| Ngôn ngữ: | English |
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Elsevier
2020
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| Truy cập trực tuyến: | https://www.scopus.com/inward/record.uri?eid=2-s2.0-85085339515&doi=10.1016%2fj.frl.2020.101554&partnerID=40&md5=ec65f04fbbd016e8c721baf824b3399d http://digital.lib.ueh.edu.vn/handle/UEH/60732 https://doi.org/10.1016/j.frl.2020.101554 |
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oai:localhost:UEH-607322021-08-20T03:25:27Z The contagion effects of the COVID-19 pandemic: evidence from gold and cryptocurrencies Corbet, S. Larkin, C. Lucey, B. COVID-19 Coronavirus Contagion Stock market Sentiment At the beginning of the 2020 global COVID-2019 pandemic, Chinese financial markets acted as the epicentre of both physical and financial contagion. Our results indicate that a number of characteristics expected during a “flight to safety” were present during the period analysed. The volatility relationship between the main Chinese stock markets and Bitcoin evolved significantly during this period of enormous financial stress. We provide a number of observations as to why this situation occurred. Such dynamic correlations during periods of stress present further evidence to cautiously support the validity of the development of this new financial product within mainstream portfolio design through the diversification benefits provided. 2020-12-09T06:14:13Z 2020-12-09T06:14:13Z 2020 Journal Article 1544-6123 https://www.scopus.com/inward/record.uri?eid=2-s2.0-85085339515&doi=10.1016%2fj.frl.2020.101554&partnerID=40&md5=ec65f04fbbd016e8c721baf824b3399d http://digital.lib.ueh.edu.vn/handle/UEH/60732 https://doi.org/10.1016/j.frl.2020.101554 en Finance Research Letters Vol. 35 none Portable Document Format (PDF) Elsevier |
| institution |
Đại học Kinh tế Thành phố Hồ Chí Minh |
| collection |
DSpaceUEH |
| language |
English |
| topic |
COVID-19 Coronavirus Contagion Stock market Sentiment |
| spellingShingle |
COVID-19 Coronavirus Contagion Stock market Sentiment Corbet, S. The contagion effects of the COVID-19 pandemic: evidence from gold and cryptocurrencies |
| description |
At the beginning of the 2020 global COVID-2019 pandemic, Chinese financial markets acted as the epicentre of both physical and financial contagion. Our results indicate that a number of characteristics expected during a “flight to safety” were present during the period analysed. The volatility relationship between the main Chinese stock markets and Bitcoin evolved significantly during this period of enormous financial stress. We provide a number of observations as to why this situation occurred. Such dynamic correlations during periods of stress present further evidence to cautiously support the validity of the development of this new financial product within mainstream portfolio design through the diversification benefits provided. |
| author2 |
Larkin, C. |
| author_facet |
Larkin, C. Corbet, S. |
| format |
Journal Article |
| author |
Corbet, S. |
| author_sort |
Corbet, S. |
| title |
The contagion effects of the COVID-19 pandemic: evidence from gold and cryptocurrencies |
| title_short |
The contagion effects of the COVID-19 pandemic: evidence from gold and cryptocurrencies |
| title_full |
The contagion effects of the COVID-19 pandemic: evidence from gold and cryptocurrencies |
| title_fullStr |
The contagion effects of the COVID-19 pandemic: evidence from gold and cryptocurrencies |
| title_full_unstemmed |
The contagion effects of the COVID-19 pandemic: evidence from gold and cryptocurrencies |
| title_sort |
contagion effects of the covid-19 pandemic: evidence from gold and cryptocurrencies |
| publisher |
Elsevier |
| publishDate |
2020 |
| url |
https://www.scopus.com/inward/record.uri?eid=2-s2.0-85085339515&doi=10.1016%2fj.frl.2020.101554&partnerID=40&md5=ec65f04fbbd016e8c721baf824b3399d http://digital.lib.ueh.edu.vn/handle/UEH/60732 https://doi.org/10.1016/j.frl.2020.101554 |
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AT corbets thecontagioneffectsofthecovid19pandemicevidencefromgoldandcryptocurrencies AT corbets contagioneffectsofthecovid19pandemicevidencefromgoldandcryptocurrencies |
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