Disentangling the nonlinearity effect in cryptocurrency markets during the Covid-19 pandemic : evidence from a regime-switching approach
Nidhal Mgadmi, Azza Béjaoui, Wajdi Moussa
| Year of publication: |
2023
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|---|---|
| Authors: | Mgadmi, Nidhal ; Bejaoui, Azza ; Moussa, Wajdi |
| Published in: |
Asia Pacific financial markets. - [Erscheinungsort nicht ermittelbar] : Proquest, ISSN 1573-6946, ZDB-ID 2009834-0. - Vol. 30.2023, 3, p. 457-473
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| Subject: | Digital currencies | Health crisis | Markov switching | Coronavirus | Virtuelle Währung | Virtual currency | Wirkungsanalyse | Impact assessment | Markov-Kette | Markov chain | Schätzung | Estimation | Epidemie | Epidemic |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10690-022-09384-6 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014362613