Manuscript Title:

A POTENTIAL SAFE-HAVEN OF CRYPTOCURRENCIES DURING THE COVID-19 PANDEMIC AND RUSSIA-UKRAINE WAR

Author:

FATMA KHALFALLAH

DOI Number:

DOI:10.5281/zenodo.10203399

Published : 2023-11-23

About the author(s)

1. FATMA KHALFALLAH - Higher Institute of Management of Tunis, Tunisia.

Full Text : PDF

Abstract

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.


Keywords

Cryptocurrencies, Russia-Ukraine war, COVID-19, Safe-haven, Economic policy uncertainty.