COVID-19 and information flow between cryptocurrencies, and conventional financial assets

In this paper, we analyze the impact of the ongoing COVID-19 pandemic on the information flow among the main cryptocurrencies (Bitcoin, Ethereum, Ripple, and Litecoin) and those of the fear index (VIX), Gold price, and the US equity market (S&P500). We use the transfer entropy measure to determi...

Descripción completa

Detalles Bibliográficos
Autores principales: Assaf, Ata, Mokni, Khaled, Youssef, Manel
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Board of Trustees of the University of Illinois. Published by Elsevier Inc. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9972776/
https://www.ncbi.nlm.nih.gov/pubmed/36908506
http://dx.doi.org/10.1016/j.qref.2023.02.010

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9972776/
https://www.ncbi.nlm.nih.gov/pubmed/36908506
http://dx.doi.org/10.1016/j.qref.2023.02.010

Ejemplares similares