Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network

Volatility contagion between cryptocurrencies, gold and stock markets pre-and-during COVID-19: evidence using DCC-GARCH and cascade-correlation network

Abstract The rapid rise of Bitcoin and its increasing global adoption has raised concerns about its impact on traditional markets, particularly in periods of economic turmoil and uncertainty such as the COVID-19 pandemic. This study examines the extent of the volatility contagion from the Bitcoin ma...

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Bibliographic Details
Main Authors: Bassam A. Ibrahim, Ahmed A. Elamer, Thamir H. Alasker, Marwa A. Mohamed, Hussein A. Abdou
Format: Article
Language:English
Published: SpringerOpen 2024-03-01
Series:Financial Innovation
Subjects:
Cryptocurrencies
Gold
Stock markets
COVID-19
Cascade-correlation network
Online Access:https://doi.org/10.1186/s40854-023-00605-z

Internet

https://doi.org/10.1186/s40854-023-00605-z

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