Cargando…

Do birds of a feather flock together? Evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19

This paper analyses herding behaviour within bitcoin and foreign exchange majors before and during the Covid-19 pandemic. We utilise both static and time-varying parameter regression herding measures to assess herding intensity based on hourly and daily frequencies, covering the period from 1 March...

Descripción completa

Detalles Bibliográficos
Autores principales: Mohamad, Azhar, Stavroyiannis, Stavros
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9452422/
http://dx.doi.org/10.1016/j.intfin.2022.101646

Ejemplares similares