The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets

This paper analyses herding in cryptocurrency markets in the time of the COVID-19 pandemic. We employ a combination of quantitative methods to hourly prices of the four most traded cryptocurrency markets - USD, EUR, JPY and KRW - for the period from 1st January 2019 to 13th March 2020. While there a...

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Detalles Bibliográficos
Autores principales: Yarovaya, Larisa, Matkovskyy, Roman, Jalan, Akanksha
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8612810/
http://dx.doi.org/10.1016/j.intfin.2021.101321

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