Author: Mnif, Emna; Jarboui, Anis; Mouakhar, Khaireddine
Title: How the cryptocurrency market has performed during COVID 19? A multifractal analysis Cord-id: fw2dzu7q Document date: 2020_6_18
ID: fw2dzu7q
Snippet: Cryptocurrency markets are complex systems based on speculation. Where investors interact using strategies that generate some biases responsible for endogenous instabilities. This paper investigated the herding biases by quantifying the self-similarity intensity of cryptocurrency returns’ during the COVID-19 pandemic. The main purpose of this work was to study the level of cryptocurrency efficiency through multifractal analysis before and after the coronavirus pandemic. The empirical results p
Document: Cryptocurrency markets are complex systems based on speculation. Where investors interact using strategies that generate some biases responsible for endogenous instabilities. This paper investigated the herding biases by quantifying the self-similarity intensity of cryptocurrency returns’ during the COVID-19 pandemic. The main purpose of this work was to study the level of cryptocurrency efficiency through multifractal analysis before and after the coronavirus pandemic. The empirical results proved that COVID-19 has a positive impact on the cryptocurrency market efficiency.
Search related documents:
Co phrase search for related documents- Try single phrases listed below for: 1
Co phrase search for related documents, hyperlinks ordered by date