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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2022
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| 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 |