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Table 3 High and low spillover periods for all assets

From: Exploring Bitcoin dynamics against the backdrop of COVID-19: an investigation of major global events

Date

Contagion level

2020.02.03–2020.03.05

High

2020.03.06–2020.07.14

Extremely high

2020.07.15–2020.08.10

High

2020.08.11–2020.09.28

Low and medium

2020.09.29–2020.11.23

High

2020.11.24–2021.01.05

Medium

2020.12.30–2021.08.25

Low

2021.08.26–2022.04.30

Medium and low

  1. This table depicts the high spillover periods for all variables during the COVID-19 pandemic. Two “high” and two “extremely high” spillover intervals were identified. The identification of “high” and “extremely high” periods is based on the abovementioned criteria. For overall spillover, 0.5 quantile is 42.68%, 0.75 quantile is 47.85%, and 0.9 quantile is 55.78%