Template-Type: ReDIF-Article 1.0 
Author-Name: Pradipta Kumar Sahoo
Author-Name: Badri Narayan Rath
Author-Email:  conpradiptaiith@gmail.com
Author-Workplace-Name:  School of Social, Financial & Human Sciences, KIIT Deemed University, India
Title: COVID-19 Pandemic and Bitcoin Returns - Evidence From Time and Frequency Domain Causality Analysis
Abstract:  This study explores the causal relationship between COVID-19 pandemic and Bitcoin returns by applying the time and frequency domain Granger causality framework. We find that COVID-19 has a causal effect on Bitcoin returns across time. We further find that the causal effect of COVID-19 on Bitcoin returns, varies across different frequencies from short to medium and long term. From a policy perspective, investors need to be alert while investing in Bitcoin.
Classification-JEL:  C58 ,E42  ,G11
Keywords:  COVID-19, Bitcoin, Time domain causality, Frequency domain causality
Journal:  Asian Economics Letters
Pages: 1-4
Volume: 5
Issue: 2
Year:  2024
DOI:  2024/06/28
File-URL:  https://a-e-l.scholasticahq.com/api/v1/articles/37014-covid-19-pandemic-and-bitcoin-returns-evidence-from-time-and-frequency-domain-causality-analysis.pdf
File-Format:  Application/pdf
Handle:  RePEc:ayb:jrnael:93