Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach

Are Cryptocurrencies a Backstop for the Stock Market in a COVID-19-Led Financial Crisis? Evidence from the NARDL Approach

The study investigates the safe haven properties and sustainability of the top five cryptocurrencies (Bitcoin, Ethereum, Dash, Monero, and Ripple) and gold for BRICS stock markets during the COVID-19 crisis period from 31 January 2020 to 17 September 2020 in comparison to the precrisis period from 1...

Full description

Bibliographic Details
Main Authors: Ahmed Jeribi, Sangram Keshari Jena, Amine Lahiani
Format: Article
Language:English
Published: MDPI AG 2021-06-01
Series:International Journal of Financial Studies
Subjects:
cryptocurrency
NARDL
safe haven
stock index
asymmetric
COVID-19
Online Access:https://www.mdpi.com/2227-7072/9/3/33

Internet

https://www.mdpi.com/2227-7072/9/3/33

Similar Items