CRISIS AND CONTAGION IN CRYPTOCURRENCY MARKET

dc.contributor.author	Garg, B.
dc.contributor.author	Rai, K.
dc.contributor.author	Pachoriya, R.
dc.contributor.author	Thappa, M.
dc.date.accessioned	2024-10-23T13:31:31Z
dc.date.available	2024-10-23T13:31:31Z
dc.date.issued	2024-10-23
dc.identifier.uri	http://dspace.iitrpr.ac.in:8080/xmlui/handle/123456789/4755
dc.description.abstract	The 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.iso	en_US	en_US
dc.subject	Contagion	en_US
dc.subject	COVID-19	en_US
dc.subject	Cryptocurrency	en_US
dc.subject	Wavelet	en_US
dc.title	CRISIS AND CONTAGION IN CRYPTOCURRENCY MARKET	en_US
dc.type	Article	en_US