1. FATMA KHALFALLAH - Higher Institute of Management of Tunis, Tunisia.
We empirically analyze the COVID-19 epidemic and the conflict between Russia and Ukraine's implications on the top-6 cryptocurrency as a hedge and safe shelter towards economic policy uncertainties. For main analysis, the GARCH approach is used. According to our findings, bitcoin cannot serve as a successful hedge or protection against EPU throughout the COVID-19 outbreak and battle. Confirms that cryptocurrencies are not regarded as a reliable safe haven in general.
Cryptocurrencies, Russia-Ukraine war, COVID-19, Safe-haven, Economic policy uncertainty.