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      COVID-19 pandemic improves market signals of cryptocurrencies–evidence from Bitcoin, Bitcoin Cash, Ethereum, and Litecoin

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          Abstract

          The COVID-19 global pandemic has disrupted business-as-usual, hence, affecting sustained economic development across countries. However, it appears economic uncertainty following COVID-19 containment measures favor market signals of cryptocurrencies. Here, this study empirically and structurally investigates the implication of COVID-19 health outcomes on market prices of Bitcoin, Bitcoin Cash, Ethereum, and Litecoin. Evidence from the novel Romano-Wolf multiple hypotheses reveal COVID-19 shocks spur Litecoin by 3.20-3.84%, Bitcoin by 2.71-3.27%, Ethereum by 1.43-1.75%, and Bitcoin Cash by 1.34-1.62%.

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          Testing for a unit root in time series regression

          PETER C. B. PHILLIPS, Pierre Perron (1988)
          Article 0 comments Cited 1553 times – based on 0 reviews     Review now
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            Distribution of the Estimators for Autoregressive Time Series with a Unit Root

            David Dickey, Wayne Fuller (1979)
            Article 0 comments Cited 644 times – based on 0 reviews     Review now
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              Testing for a Unit Root in Time Series Regression

              Pierre Perron, Peter C. B. Phillips (1988)
              Article 0 comments Cited 175 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Journal ID (nlm-ta): Financ Res Lett
                Journal ID (iso-abbrev): Financ Res Lett
                Title: Finance Research Letters
                Publisher: The Author(s). Published by Elsevier Inc.
                ISSN (Print): 1544-6123
                ISSN (Electronic): 1544-6131
                Publication date PMC-release: 6 April 2021
                Publication date (Print): January 2022
                Publication date (Electronic): 6 April 2021
                Volume: 44
                Page: 102049
                Affiliations
                [0001]Nord University Business School (HHN). Post Box 1490, 8049 Bodø, Norway
                Author notes
                [* ]Corresponding author.
                Article
                Publisher Item ID: S1544-6123(21)00130-6 Publisher ID: 102049
                DOI: 10.1016/j.frl.2021.102049
                PMC ID: 9024312
                PubMed ID: 35475023
                SO-VID: 2a56d73e-320c-467b-a794-c5e054b90d3b
                Copyright © © 2021 The Author(s)
                License:

                Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.

                History
                Date received : 29 January 2021
                Date revision received : 25 March 2021
                Date accepted : 2 April 2021
                Categories
                Subject: Article

                Keywords: bitcoin,bitcoin cash,ethereum,litecoin,cryptocurrency,covid-19 pandemic,romano-wolf multiple hypotheses,economic uncertainty,market signals,commodity market
                Data availability:
                Keywords: bitcoin, bitcoin cash, ethereum, litecoin, cryptocurrency, covid-19 pandemic, romano-wolf multiple hypotheses, economic uncertainty, market signals, commodity market

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