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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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Detalhes bibliográficos
Publicado no:Chaos Solitons Fractals
Main Authors: Lahmiri, Salim, Bekiros, Stelios
Formato: Artigo
Idioma:Inglês
Publicado em: Elsevier Ltd. 2020
Assuntos:
Acesso em linha: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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