Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic: evidence from a regime-switching approach
From MaRDI portal
Publication:6131005
DOI10.1007/S10690-022-09384-6MaRDI QIDQ6131005
Nidhal Mgadmi, Wajdi Moussa, Azza Bejaoui
Publication date: 3 April 2024
Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)
Cites Work
- Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin
- Autoregressive conditional heteroskedasticity and changes in regime
- Volatility and return jumps in Bitcoin
- Solving the chaos model-data paradox in the cryptocurrency market
- Any port in a storm: cryptocurrency safe-havens during the COVID-19 pandemic
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
This page was built for publication: Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic: evidence from a regime-switching approach
