Publications

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Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis

Stephane GOUTTE, John GOODELL

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.

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Cryptofinance A New Currency for a New Economy

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Digital platforms and complementors: An empirical analysis based on Youtube content creators

Francesco APPIO, Luca Gastaldi, Daniel Trabucchi, Tommaso Buganza, Mariano Corso
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Digital transformation and innovation management: a synthesis of existing research and an agenda for future studies

Francesco APPIO, Federico Frattini, Antonio Messeni Petruzzelli, Paolo Neirotti
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Economic activity, and financial and commodity markets’ shocks: An analysis of implied volatility indexes

This paper examines the dynamic short- and long-run asymmetric interactions and causality between real economic activity and stock and gold markets volatility shocks using both the cointegration Nonlinear Autoregressive Distributed Lag and Granger causality tests.

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Emerging and Advanced Economies Markets behavior during the COVID-19 Crisis era

Khaled GUESMI, Amine BEN AMER, Fateh BEL AID, Stéphane GOUTTE
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Equity-Commodity Contagion During Four Recent Crises: Evidence from the USA, Europe and the BRICS

Khaled GUESMI, Stephane GOUTTE, Ahmed Ayadi, Marjene Gana

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