COVID-19 Effects on the Relationship between Cryptocurrencies: Can It Be Contagion? Insights from Econophysics Approaches.

Cryptocurrencies are relatively new and innovative financial assets. They are a topic of interest to investors and academics due to their distinctive features. Whether financial or not, extraordinary events are one of the biggest challenges facing financial markets.

Nonlinear nexus between cryptocurrency returns and COVID-19 COVID-19 news sentiment.

The paper examines how various COVID-19 COVID-19 news sentiments differentially impact the behaviour of cryptocurrency returns. We used a nonlinear technique of transfer entropy to investigate the relationship between the top 30 cryptocurrencies by market capitalisation and COVID-19 COVID-19 news sentiment. Results show that COVID-19 COVID-19 news sentiment influences cryptocurrency returns.

Are Mobility and COVID-19 Related? A Dynamic Analysis for Portuguese Districts.

In this research work, we propose to assess the dynamic correlation between different mobility indices, measured on a daily basis, and the new cases of COVID-19 in the different Portuguese districts. The analysis is based on global correlation measures, which capture linear and non-linear relationships in time series, in a robust and dynamic way, in a period without significant changes of non-pharmacological measures. The results show that mobility in retail and recreation, grocery and pharmacy, and public transport shows a higher correlation with new COVID-19 cases than mobility in parks, workplaces or residences.