About: Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic

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An Entity of Type : schema:ScholarlyArticle, within Data Space : wasabi.inria.fr associated with source document(s)

Attributes	Values
type	Academic Article research paper schema:ScholarlyArticle
isDefinedBy	Covid-on-the-Web dataset
has title	Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic
Creator	Hu, Yang Corbet, Shaen Oxley, Les Larkin, Charles Hou, Greg
Source	Elsevier; Medline; PMC
abstract	Controlling for the polarity and subjectivity of social media data based on the development of the COVID-19 outbreak, we analyse the relationships between the largest cryptocurrencies and such time-varying realisation as to the scale of the economic shock centralised within the rapidly-escalating pandemic. We find evidence of significant growth in both returns and volumes traded, indicating that large cryptocurrencies acted as a store of value during this period of exceptional financial market stress. Further, cryptocurrency returns are found to be significantly influenced by negative sentiment relating to COVID-19. While not only providing diversification benefits for investors, results suggest that these digital assets acted as a safe-haven similar to that of precious metals during historic crises.
has issue date	2020-07-07(xsd:dateTime)
bibo:doi	10.1016/j.econlet.2020.109377
bibo:pmid	32834235
has license	no-cc
sha1sum (hex)	a8abc39a90f20fd3ffd770ba505e13bda43cbe1a
schema:url	https://doi.org/10.1016/j.econlet.2020.109377
resource representing a document's title	Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic
has PubMed Central identifier	PMC7340084
has PubMed identifier	32834235
schema:publication	Econ Lett
resource representing a document's body	covid:a8abc39a90f20fd3ffd770ba505e13bda43cbe1a#body_text
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