Cryptocurrency market connectedness in Covid-19 days and the role of Twitter : evidence from a smooth transition regression model
Year of publication: |
2022
|
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Authors: | Giannellis, Nikolaos |
Published in: |
Research in international business and finance. - Amsterdam [u.a.] : Elsevier, ISSN 0275-5319, ZDB-ID 424514-3. - Vol. 63.2022, p. 1-15
|
Subject: | Cryptocurrencies | Connectedness | TVP-VAR | Contagion | Covid-19 | LSTR | Virtuelle Währung | Virtual currency | Coronavirus | Social Web | Social web | Welt | World |
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