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Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis

Extraordinary events, regardless of their financial or non-financial nature, are a great challenge for financial stability. This study examines the impact of one such occurrence—the COVID-19 pandemic—on cryptocurrency markets. A detrended cross-correlation analysis was performed to evaluate how the...

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Principais autores: Dora Almeida, Andreia Dionísio, Paulo Ferreira, Isabel Vieira
Formato: Artigo
Idioma:Inglês
Publicado em: MDPI AG 2023-05-01
coleção:FinTech
Assuntos:
contagion
COVID-19
cryptocurrencies
detrended cross-correlation analysis
detrended cross-correlation analysis correlation coefficient
integration
Acesso em linha:https://www.mdpi.com/2674-1032/2/2/17
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