Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality

This paper explores the asymmetric effect of COVID-19 pandemic news, as measured by the coronavirus indices (Panic, Hype, Fake News, Sentiment, Infodemic, and Media Coverage), on the cryptocurrency market. Using daily data from January 2020 to September 2021 and the exponential generalized autoregre...

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Detalles Bibliográficos
Autores principales: Gherghina, Ştefan Cristian, Simionescu, Liliana Nicoleta
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2023
Materias:
Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9836928/
https://www.ncbi.nlm.nih.gov/pubmed/36687787
http://dx.doi.org/10.1186/s40854-022-00430-w

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9836928/
https://www.ncbi.nlm.nih.gov/pubmed/36687787
http://dx.doi.org/10.1186/s40854-022-00430-w

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