Table 10.

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

Period	Pre-COVID-19
Cryptocurrencies	Minimum	1st Quartile	Median	Mean	3rd Quartile	Maximum	Standard deviation
BPI	0.0224	0.7491	0.8051	0.8314	0.8996	1.7152	0.1630
ETH	− 0.1134	1.0113	1.0657	1.0663	1.1153	2.0014	0.1622
XRP	0.1462	0.8052	0.8878	0.9077	0.9705	2.8997	0.2314
BCH	0.2440	1.1471	1.2268	1.2472	1.3335	2.4944	0.2264
BNB	0.4898	0.8085	0.9071	0.8971	1.0044	1.2676	0.1510
LINK	0.5391	0.7932	0.8043	0.8043	0.8168	1.1709	0.0529
CRO	0.5373	0.5635	0.5635	0.5635	0.5635	0.5635	0.0034
LTC	0.4932	1.0971	1.1773	1.1859	1.2683	2.3745	0.1996
BSV	− 0.9146	1.1074	1.2080	1.2477	1.3063	2.5686	0.2985
ADA	0.6222	1.0598	1.1413	1.1272	1.2046	1.4338	0.1234
Average	0.2066	0.9142	0.9787	0.9878	1.0483	1.8490	0.1612

Period	COVID-19
Cryptocurrencies	Minimum	1st Quartile	Median	Mean	3rd Quartile	Maximum	Standard Deviation
BPI	0.1164	0.6779	0.7817	0.7931	0.8646	2.1763	0.2212
ETH	0.6799	1.1016	1.2048	1.2245	1.311	2.2274	0.2213
XRP	0.4677	0.8433	0.8781	0.8822	0.9012	1.4921	0.1106
BCH	0.6137	0.9998	1.0375	1.0349	1.0769	1.4932	0.1064
BNB	0.9473	0.9694	0.9869	0.9955	1.0295	1.0625	0.0344
LINK	0.4741	1.3404	1.4873	1.5011	1.6011	2.9460	0.3122
CRO	0.3541	0.7137	0.7741	0.7841	0.8823	1.0884	0.1393
LTC	0.8012	1.0123	1.0594	1.0879	1.1131	1.7902	0.1532
BSV	− 0.0645	0.9048	1.0548	1.0777	1.1867	2.0829	0.3395
ADA	1.0189	1.1904	1.3477	1.3375	1.4452	1.7919	0.1716
Average	0.5409	0.9754	1.0612	1.0719	1.1412	1.8151	0.1810