Template-Type: ReDIF-Article 1.0 
Author-Name: Abhishek Sah 
Author-Name: Biswajit Patra
Author-Email:  biswajitpatra@iiserb.ac.in
Author-Workplace-Name:  Economic Sciences, Indian Institute of Science Education and Research Bhopal, India
Title: Dynamic Linkages Among Cryptocurrencies - The Role of COVID-19
Abstract:  This paper investigates the impact of COVID-19 on the cryptocurrency market. It empirically examines the level of volatility and the dynamic conditional correlations among cryptocurrencies pre-COVID-19 and during COVID-19. We find significant dynamic conditional correlations among cryptocurrencies and that the level of volatility is higher during COVID-19 than pre-COVID-19.
Classification-JEL:  C58 ,E44 ,I10
Keywords:  Cryptocurrency, DCC-GARCH,COVID-19
Journal:  Asian Economics Letters
Pages: 1-6
Volume: 4
Issue: 2
Year:  2023
DOI:  2023/06/12
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/70289-dynamic-linkages-among-cryptocurrencies-the-role-of-covid-19.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:89