Author(s): Foroutan P; Lahmiri S;
Understanding the dynamics of cryptocurrency markets during financial crises such as the recent one caused by the COVID-19 pandemic is crucial for policy makers and investors. In this study, the effect of COVID-19 pandemic on the return-volatility and retur ...
Article GUID: 36068915
Author(s): Lahmiri S; Bekiros S;
We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16 international stock markets before and during COVID-19 pandemic. The measures of Largest Lyapunov Exponent (LLE) based on the Rosenstein's method and Approximat ...
Article GUID: 32501379
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