The pandemic and economic policy uncertainty

SA Al‐Thaqeb, BG Algharabali… - … Journal of Finance & …, 2022 - Wiley Online Library
The events that occurred after the worldwide diffusion of COVID‐19 provide a real‐life
example of how uncertainty can severely affect the global economy. This paper reviews …

Economic policy uncertainty and cryptocurrency market as a risk management avenue: A systematic review

IU Haq, A Maneengam, S Chupradit, W Suksatan… - Risks, 2021 - mdpi.com
Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the
cryptocurrency market as a risk management avenue has got the attention of researchers …

Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?

M Youssef, K Mokni, AN Ajmi - Financial Innovation, 2021 - Springer
This study investigates the dynamic connectedness between stock indices and the effect of
economic policy uncertainty (EPU) in eight countries where COVID-19 was most widespread …

Evaluating economic recovery by measuring the COVID-19 spillover impact on business practices: evidence from Asian markets intermediaries

J Wang, M Cui, L Chang - Economic Change and Restructuring, 2023 - Springer
The COVID-19 outbreak significantly affected the global economy and energy markets. To
mitigate the shock, maintain financial market stability, and encourage economic recovery …

[HTML][HTML] Interconnectivity among cryptocurrencies, NFTs, and DeFi: evidence from the Russia-Ukraine conflict

S Kumar, R Patel, N Iqbal, M Gubareva - The North American Journal of …, 2023 - Elsevier
We examine the linkages between fifteen major cryptocurrencies, NFTs, and DeFi assets
before and during the Russia-Ukraine military conflict, using the TVP-VAR framework. We …

Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19?–New evidence from quantile coherency analysis

Y Jiang, L Wu, G Tian, H Nie - Journal of International Financial Markets …, 2021 - Elsevier
Employing the new measure of the contagion effect of the COVID-19, ie the Infectious
Disease EMV Index by Baker et al.(2020) and the novel Quantile Cross-spectral (coherency) …

Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?

K Mokni, S Hammoudeh, AN Ajmi, M Youssef - Resources Policy, 2020 - Elsevier
This study examines the dynamic connectedness between three identified structural oil price
shocks and the gold price based on the time-varying parameter vector autoregression (TVP …

Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether

B Będowska-Sójka, A Kliber - The North American Journal of Economics …, 2021 - Elsevier
This paper aims to investigate the safe-haven properties of gold and two cryptocurrencies,
Bitcoin and Ether. Safe havens are the financial assets that allow investors to protect their …

Economic policy uncertainty and the Bitcoin-US stock nexus

K Mokni, AN Ajmi, E Bouri, XV Vo - Journal of Multinational Financial …, 2020 - Elsevier
We examine the effect of economic policy uncertainty (EPU) on the dynamic conditional
correlations between Bitcoin and the US stock markets while accounting for structural …

The role of interpersonal trust in cryptocurrency adoption

A Jalan, R Matkovskyy, A Urquhart… - Journal of International …, 2023 - Elsevier
Despite the impressive adoption of cryptocurrencies since Bitcoin was introduced in 2008,
little academic attention has been paid to the role of interpersonal trust in fostering this …