The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets

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 Approximate Entropy (ApEn), which are robust to smal...

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Detalles Bibliográficos
Autores principales: Lahmiri, Salim, Bekiros, Stelios
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2020
Materias:
Frontiers
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7254002/
https://www.ncbi.nlm.nih.gov/pubmed/32501379
http://dx.doi.org/10.1016/j.chaos.2020.109936

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7254002/
https://www.ncbi.nlm.nih.gov/pubmed/32501379
http://dx.doi.org/10.1016/j.chaos.2020.109936

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