Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic

Field	Value	Language
dc.contributor.author	Corbet, Shaen	en
dc.contributor.author	Hou, Yang	en
dc.contributor.author	Hu, Yang	en
dc.contributor.author	Larkin, Charles	en
dc.contributor.author	Lucey, Brian	en
dc.contributor.author	Oxley, Les	en
dc.date.accessioned	2021-07-06T23:34:26Z
dc.date.available	2021-07-06T23:34:26Z
dc.date.issued	2021
dc.identifier.uri	https://hdl.handle.net/2123/25624
dc.description.abstract	We examine the interactions between cryptocurrency price volatility and liquidity during the outbreak of the COVID-19 pandemic. Evidence suggests that these developing digital products have played a new role as a potential safe-haven during periods of substantial financial market panic. Results suggest that cryptocurrency market liquidity increased significantly after the WHO identification of a worldwide pandemic. Significant and substantial interactions between cryptocurrency price and liquidity effects are identified. These results add further support to the argument that substantial flows of investment entered cryptocurrency markets in search of an investment safe-haven during this exceptional black-swan event.	en
dc.language.iso	en	en
dc.rights	Other	en
dc.subject	COVID-19	en
dc.subject	Coronavirus	en
dc.title	Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic	en
dc.type	Article	en
dc.identifier.doi	10.1016/j.frl.2021.102137
usyd.faculty	The University of Sydney Business School

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