⌘+K

Pulse Explore Communities Researchers Journals

Home Communities Explore

August 30, 2021Journal of Research in Emerging MarketsOpen Access

Investigating dynamic interdependencies between traditional and digital assets during the COVID-19 outbreak: Implications for G7 and Chinese financial investors

Ahmed Jeribi Wafa Kammoun Masmoudi

View Full Paper

Ask AI

Bookmark

Share

Abstract

This paper discusses the relationship between the volatilities of traditional and digital assets before and during the COVID-19 pandemic. Using daily data relevant to the period ranging from January 4, 2016, to April 15, 2020, the results of the DCC-MVGARCH model indicate that the stock markets responded to the Coronavirus outbreak as the crypto market with worrying volatility. Before this outbreak, Bitcoin and gold are considered as a hedge for US, English, French, German, and Italian financial investors. The conditional correlation between stock indices and other assets was skyrocketing during this pandemic, except for the couple SSE-Ripple.

Discussion

No takes yet. Share an insight, caveat, or question.

Cite This Study

Jeribi et al. (2021) studied this question.

synapsesocial.com/papers/6a75ee4fd17bc701ee162d6d https://doi.org/10.30585/jrems.v3i3.689

View Full Paper

Ask AI

Bookmark

Share

Keep reading

Synapse has enriched 5 related papers. Consider them for comparative context:

1Corporate real estate management and bank profitabilityJournal of Research in Emerging Markets · Fri,
2Effects of sentiment and emotion of campaign pitch on crowdfunding performance: A cross-cultural comparisonJournal of Research in Emerging Markets · Fri,
3The co-movement of Bitcoin and some African currencies – A wavelet analysisJournal of Research in Emerging Markets · Tue,
4Practices of corporate social responsibility in the UAE banking sector: An assessmentJournal of Research in Emerging Markets · Fri,
5Corporate governance disclosure and corporate performance of Nigerian banksJournal of Research in Emerging Markets · Sat,

More from Journal of Research in Emerging Markets

Fostering innovation through Industry 4.0 technologies in emerging countries: An explorative multiple case study of Indonesian Internet-of-Things (IoT)-based start-upsFri,
African financial markets in a storm: Cryptocurrency safe havens during the COVID-19 pandemicTue,
External audit quality and clients' corporate governance mechanisms in Nigeria: Any nexus?Mon,
Do behavioral, educational, and legal factors determine the applicability of forensic accounting in the public sector?Sat,
A comparative study of the impact of sanctions on the oil and cement companies listed in Tehran Stock Exchange: Forecasting and Future TrendsTue,