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