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Please use this identifier to cite or link to this item: http://dspace.iitrpr.ac.in:8080/xmlui/handle/123456789/4755
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dc.contributor.authorGarg, B.-
dc.contributor.authorRai, K.-
dc.contributor.authorPachoriya, R.-
dc.contributor.authorThappa, M.-
dc.date.accessioned2024-10-23T13:31:31Z-
dc.date.available2024-10-23T13:31:31Z-
dc.date.issued2024-10-23-
dc.identifier.urihttp://dspace.iitrpr.ac.in:8080/xmlui/handle/123456789/4755-
dc.description.abstractThe paper examines whether an unanticipated event like the COVID-19 crisis has strengthened the contagion in the cryptocurrency market utilizing samples of data representing the pre-crisis and post-crisis periods. Employing the wavelet coherence and DCC-GARCH(1,1) models, we identify that the cryptocurrency market started integrating from 2018 as volatility within the market reduced. Our main finding is that the cryptocurrency market is highly interconnected and that the contagion strengthened during the crisis period. We draw appropriate policy implications from these findings.en_US
dc.language.isoen_USen_US
dc.subjectContagionen_US
dc.subjectCOVID-19en_US
dc.subjectCryptocurrencyen_US
dc.subjectWaveleten_US
dc.titleCRISIS AND CONTAGION IN CRYPTOCURRENCY MARKETen_US
dc.typeArticleen_US
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