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The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets

We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16 international stock markets before and during COVID-19 pandemic. The measures of Largest Lyapunov Exponent (LLE) based on the Rosenstein's method and Approximate Entropy (ApEn), which are robust to smal...

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Bibliografski detalji
Izdano u:Chaos Solitons Fractals
Glavni autori: Lahmiri, Salim, Bekiros, Stelios
Format: Artigo
Jezik:Inglês
Izdano: Elsevier Ltd. 2020
Teme:
Online pristup:https://ncbi.nlm.nih.gov/pmc/articles/PMC7254002/
https://ncbi.nlm.nih.gov/pubmed/32501379
https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1016/j.chaos.2020.109936
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