Pandemics and cryptocoins
| dc.contributor.author | Salisu, Afees A. | |
| dc.contributor.author | Ogbonna, Ahamuefula E. | |
| dc.contributor.author | Oloko, Tirimisiyu F. | |
| dc.contributor.email | afees.salisu@up.ac.za | en_US |
| dc.date.accessioned | 2024-05-15T09:54:12Z | |
| dc.date.available | 2024-05-15T09:54:12Z | |
| dc.date.issued | 2023-06 | |
| dc.description.abstract | This study examines the effect of pandemic-induced uncertainty on cryptocoins (Bitcoin, Ethereum and Ripple). It employs the Westerlund and Narayan (2012, 2015) predictive model to examine the predictability of pandemic-induced uncertainty and our model’s forecast performance. We examine the role of asymmetry in uncertainty and the sensitivity of our results to the recently-developed Salisu and Akanni (2020) Global Fear Index. Cryptocoins act as a hedge against uncertainty due to pandemics, albeit with reduced hedging effectiveness in the COVID 19 period. Accounting for asymmetry improves predictability and model forecast performance. Our results may be sensitive to the choice of measure of pandemic- | en_US |
| dc.description.department | Economics | en_US |
| dc.description.sdg | SDG-08:Decent work and economic growth | en_US |
| dc.description.uri | http://www.elsevier.com/locate/iimb | en_US |
| dc.identifier.citation | Salisu, A.A., Ogbonna, A.E. & Oloko, T.F. 2023, 'Pandemics and cryptocoins', IIMB Management Review, vol. 35, no. 2, pp. 164-175, doi: 10.1016/j.iimb.2023.06.002. | en_US |
| dc.identifier.issn | 0970-3896 (print) | |
| dc.identifier.other | 10.1016/j.iimb.2023.06.002 | |
| dc.identifier.uri | http://hdl.handle.net/2263/95981 | |
| dc.language.iso | en | en_US |
| dc.publisher | Elsevier | en_US |
| dc.rights | © 2023 Published by Elsevier Ltd on behalf of Indian Institute of Management Bangalore. This is an open access article under the CC BY-NC-ND license. | en_US |
| dc.subject | Cryptocoins | en_US |
| dc.subject | Distributed lag model | en_US |
| dc.subject | Pandemic | en_US |
| dc.subject | Uncertainty | en_US |
| dc.subject | COVID-19 pandemic | en_US |
| dc.subject | Coronavirus disease 2019 (COVID-19) | en_US |
| dc.subject | SDG-08: Decent work and economic growth | en_US |
| dc.title | Pandemics and cryptocoins | en_US |
| dc.type | Article | en_US |