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Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model

Τhis paper presents new evidence on connectedness across cryptocurrencies in the era of the Covid-19 pandemic. The results from the TVP-VAR dynamic connectedness approach show that the degree of connectedness is time-varying, indicating a decline during the Covid-19 period. Next, this paper highligh...

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Detalles Bibliográficos
Autor principal:	Giannellis, Nikolaos
Formato:	Online Artículo Texto
Lenguaje:	English
Publicado:	Elsevier B.V. 2022
Materias:	Article
Acceso en línea:	https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9630299/ https://www.ncbi.nlm.nih.gov/pubmed/36345470 http://dx.doi.org/10.1016/j.ribaf.2022.101801

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