The impact of the Covid-19 crisis on the liquidity of cryptocurrencies
被引:0
作者:
Chortane, Sana Gaied
论文数: 0引用数: 0
h-index: 0
机构:
Inst Higher Business Studies Sousse, Finance, Monastir, TunisiaInst Higher Business Studies Sousse, Finance, Monastir, Tunisia
Chortane, Sana Gaied
[1
]
Naoui, Kamel
论文数: 0引用数: 0
h-index: 0
机构:
Business Sch Tunis, Finance, Tunis, TunisiaInst Higher Business Studies Sousse, Finance, Monastir, Tunisia
Naoui, Kamel
[2
]
机构:
[1] Inst Higher Business Studies Sousse, Finance, Monastir, Tunisia
[2] Business Sch Tunis, Finance, Tunis, Tunisia
来源:
2022 INTERNATIONAL CONFERENCE ON DECISION AID SCIENCES AND APPLICATIONS (DASA)
|
2022年
关键词:
Liquidity;
cryptocurrencies;
Covid-19;
VECModel;
D O I:
10.1109/DASA54658.2022.9765305
中图分类号:
TP18 [人工智能理论];
学科分类号:
081104 ;
0812 ;
0835 ;
1405 ;
摘要:
We tracked the impact of the Covid-19 crisis on the liquidity of10 crypto currencies for the period from July 31, 2019 (before the crisis) to December 31, 2020 (in the Covid -19 era). We applied the vector error correction model to each crypto currency. The results show that in the short term, the COVID-19 crisis has no influence on the liquidity of cryptocurrencies except for Cardano. Similarly, in the long term, it has no impact on the liquidity of cryptocurrencies with the exception of Binance coin, Tezos and Cardano. The assumption of having a common liquidity factor implies that, in a shock of liquidity, the entire market will be affected. The cryptocurrency market, however, has proven to be different.
机构:
Dublin City Univ, DCU Business Sch, Dublin 9, Ireland
Univ Waikato, Sch Accounting Finance & Econ, Waikato, New ZealandDublin City Univ, DCU Business Sch, Dublin 9, Ireland
Corbet, Shaen
Hou, Yang
论文数: 0引用数: 0
h-index: 0
机构:
Univ Waikato, Sch Accounting Finance & Econ, Waikato, New ZealandDublin City Univ, DCU Business Sch, Dublin 9, Ireland
Hou, Yang
Hu, Yang
论文数: 0引用数: 0
h-index: 0
机构:
Univ Waikato, Sch Accounting Finance & Econ, Waikato, New ZealandDublin City Univ, DCU Business Sch, Dublin 9, Ireland
Hu, Yang
Lucey, Brian
论文数: 0引用数: 0
h-index: 0
机构:
Trinity Coll Dublin, Trinity Business Sch, Dublin 2, Ireland
Univ Econ Ho Chi Minh City, Inst Business Res, Ho Chi Minh City, Vietnam
Univ Sydney, Business Sch, Sydney, NSW, AustraliaDublin City Univ, DCU Business Sch, Dublin 9, Ireland
Lucey, Brian
Oxley, Les
论文数: 0引用数: 0
h-index: 0
机构:
Univ Waikato, Sch Accounting Finance & Econ, Waikato, New ZealandDublin City Univ, DCU Business Sch, Dublin 9, Ireland
机构:
Dublin City Univ, DCU Business Sch, Dublin 9, Ireland
Univ Waikato, Sch Accounting Finance & Econ, Waikato, New ZealandDublin City Univ, DCU Business Sch, Dublin 9, Ireland
Corbet, Shaen
Hou, Yang
论文数: 0引用数: 0
h-index: 0
机构:
Univ Waikato, Sch Accounting Finance & Econ, Waikato, New ZealandDublin City Univ, DCU Business Sch, Dublin 9, Ireland
Hou, Yang
Hu, Yang
论文数: 0引用数: 0
h-index: 0
机构:
Univ Waikato, Sch Accounting Finance & Econ, Waikato, New ZealandDublin City Univ, DCU Business Sch, Dublin 9, Ireland
Hu, Yang
Lucey, Brian
论文数: 0引用数: 0
h-index: 0
机构:
Trinity Coll Dublin, Trinity Business Sch, Dublin 2, Ireland
Univ Econ Ho Chi Minh City, Inst Business Res, Ho Chi Minh City, Vietnam
Univ Sydney, Business Sch, Sydney, NSW, AustraliaDublin City Univ, DCU Business Sch, Dublin 9, Ireland
Lucey, Brian
Oxley, Les
论文数: 0引用数: 0
h-index: 0
机构:
Univ Waikato, Sch Accounting Finance & Econ, Waikato, New ZealandDublin City Univ, DCU Business Sch, Dublin 9, Ireland