Do birds of a feather flock together? : evidence from time-varying herding behaviour of bitcoin and foreign exchange majors during Covid-19
Year of publication: |
2022
|
---|---|
Authors: | Mohamad, Azhar ; Stavroyiannis, Stavros |
Published in: |
Journal of international financial markets, institutions & money. - Amsterdam : Elsevier, ISSN 1042-4431, ZDB-ID 1117317-8. - Vol. 80.2022, p. 1-26
|
Subject: | Bitcoin | Covid-19 | Foreign exchange | Herding | Time-varying parameter regression | Wavelet coherence | Coronavirus | Herdenverhalten | Virtuelle Währung | Virtual currency | Wechselkurs | Exchange rate |
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