جفال, زكرياءبن موفق, زهير الهاديبن طوير, نعيمة2024-03-262024-03-262022http://dspace.univ-temouchent.edu.dz/handle/123456789/3295مذكرة مقدمة ضمن متطلبات نيل شهادة لماستر في العلوم المالية والمحاسبيةThe current thesis aimed to examine the spillover effect of the Covid-19 pandemic on the cryptocurrencies returns. In order to achieve our empirical study, we used four cryptocurrencies which are Bitcoin, Litecoin, Ethereum and Dogecoin as a sample; and the T-GARCH model during the period of 01/01/2020 to 15/05/2022. The main finding concluded that the bad news has a large effect on the cryptocurrencies returns.otherCryptocurrencies, Blockchain, Bitcoin, TGARCH modelThesis