Table 10 Descriptive statistics of the time-varying beta risk \(\left({\widehat{\beta }}_{imt}\right)\) estimates of the cryptocurrencies from the Tv-LMM during the pre-COVID-19 and COVID-19 periods

0.0224

0.7491

0.8051

0.8314

0.8996

1.7152

0.1630

− 0.1134

1.0113

1.0657

1.0663

1.1153

2.0014

0.1622

0.1462

0.8052

0.8878

0.9077

0.9705

2.8997

0.2314

0.2440

1.1471

1.2268

1.2472

1.3335

2.4944

0.2264

0.4898

0.8085

0.9071

0.8971

1.0044

1.2676

0.1510

0.5391

0.7932

0.8043

0.8043

0.8168

1.1709

0.0529

0.5373

0.5635

0.5635

0.5635

0.5635

0.5635

0.0034

0.4932

1.0971

1.1773

1.1859

1.2683

2.3745

0.1996

− 0.9146

1.1074

1.2080

1.2477

1.3063

2.5686

0.2985

0.6222

1.0598

1.1413

1.1272

1.2046

1.4338

0.1234

0.2066

0.9142

0.9787

0.9878

1.0483

1.8490

0.1612

0.1164

0.6779

0.7817

0.7931

0.8646

2.1763

0.2212

0.6799

1.1016

1.2048

1.2245

1.311

2.2274

0.2213

0.4677

0.8433

0.8781

0.8822

0.9012

1.4921

0.1106

0.6137

0.9998

1.0375

1.0349

1.0769

1.4932

0.1064

0.9473

0.9694

0.9869

0.9955

1.0295

1.0625

0.0344

0.4741

1.3404

1.4873

1.5011

1.6011

2.9460

0.3122

0.3541

0.7137

0.7741

0.7841

0.8823

1.0884

0.1393

0.8012

1.0123

1.0594

1.0879

1.1131

1.7902

0.1532

− 0.0645

0.9048

1.0548

1.0777

1.1867

2.0829

0.3395

1.0189

1.1904

1.3477

1.3375

1.4452

1.7919

0.1716

0.5409

0.9754

1.0612

1.0719

1.1412

1.8151

0.1810