The Best Research Paper Award at XXV SemeAd The 25th edition of SemeAd - Seminars in Administration, organized by the Faculty of Economics, Administration and Accounting of the University of São Paulo, took place on 9, 10 and 11 November.
Tiago Gonçalves, lecturer at ISEG, José AlmeidaADVANCE/ CSG Research Fellow and Bruno Baron, Master in Accounting, Taxation and Corporate Finance from ISEG, were distinguished with the award for best research article with the paper “Cryptocurrencies Investment Properties against Economic Policy Uncertainty: A Wavelet Analysis before, during and post COVID-19". The article was also selected for rapid submission (fast track) in "Technological Forecasting and Social Change", one of the highest impact journals on the web of science, published by Elsevier.
In this study, the authors assessed the extent to which economic policy uncertainties impact major cryptocurrencies, paying particular attention to the pre-Covid, Covid and post-Covid-19 periods. Methodologies assessing correlation structures in the time and frequency domain between cryptocurrencies and economic policy uncertainty were used. The results inform short-, medium- and long-term investors of the ability of major cryptocurrencies to be used to diversify investment portfolios during the pre-Covid period, or to act as hedging assets during the Covid and post-Covid-19 periods.
The article is available on this link.
