Renforcer la 3eme mission de l'Université pour l'innovation technologique et les deeptechs
Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis
We apply wavelet methods to daily data of COVID-19 world deaths and daily Bitcoin prices from 31th December 2019 to 29th April 2020. We find, especially for the period post April 5, that levels of COVID-19 caused a rise in Bitcoin prices.
Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS