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Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment

The paper examines how various COVID-19 news sentiments differentially impact the behaviour of cryptocurrency returns. We used a nonlinear technique of transfer entropy to investigate the relationship between the top 30 cryptocurrencies by market capitalisation and COVID-19 news sentiment. Results s...

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Detalles Bibliográficos
Autores principales:	Banerjee, Ameet Kumar, Akhtaruzzaman, Md, Dionisio, Andreia, Almeida, Dora, Sensoy, Ahmet
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier B.V. 2022
Materias:	Full Length Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9434911/ https://www.ncbi.nlm.nih.gov/pubmed/36065258 http://dx.doi.org/10.1016/j.jbef.2022.100747

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