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Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19

In this paper, we use mutual information approach to investigate the information sharing between cryptocurrencies during the COVID-19 crisis. We also use the approximate entropy to study their dynamics before COVID-19 and during the pandemic. Results from the mutual information measure indicate a ri...

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Detalles Bibliográficos
Autores principales: Assaf, Ata, Charif, Husni, Demir, Ender
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Inc. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9167943/
https://www.ncbi.nlm.nih.gov/pubmed/35692565
http://dx.doi.org/10.1016/j.frl.2021.102556