Is Tether a safe haven of safe haven amid COVID-19? An assessment against Bitcoin and oil using improved measures of risk.

Resour Policy · 2022 · PMC9663749 · PMID 36407411

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highly significantno p-value reported

The reason is that a highly significant correlation between squared returns or realized volatilities of these two cryptocurrencies was present with a value of 0.117 (before COVID-19) and 0.651 (during COVID-19).

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