An investigation of the impact of COVID-19 on health-related cryptocurrencies using time-varying parameters and impulse responses

An investigation of the impact of COVID-19 on health-related cryptocurrencies using time-varying parameters and impulse responses

This study examines the impact of COVID-19 on health-related cryptocurrencies. More precisely, we use the variable-Lag time-series (VLT) causality to test whether the pandemic caused the price performance and the volume of transactions of these cryptocurrencies. We then employ time-varying parameter...

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Bibliographic Details
Main Author: Theodoros Daglis
Format: Article
Language:English
Published: Elsevier 2023-12-01
Series:Healthcare Analytics
Subjects:
Health
Cryptocurrencies
Causality
Time-varying parameters
Impulse responses
Spillover-effects
Online Access:http://www.sciencedirect.com/science/article/pii/S277244252300093X

Internet

http://www.sciencedirect.com/science/article/pii/S277244252300093X

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