Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
Year of publication: |
2022
|
---|---|
Authors: | Banerjee, Ameet Kumar ; Akhtaruzzaman, Md. ; Dionísio, Andreia Teixeira Marques ; Almeida, Dora ; Sensoy, Ahmet |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 36.2022, p. 1-9
|
Subject: | Causality | COVID-19 news sentiment | Cryptocurrencies | Pandemic | Transfer entropy | Virtuelle Währung | Virtual currency | Coronavirus | Entropie | Entropy | Mediale Berichterstattung | Media coverage | Wirkungsanalyse | Impact assessment | Emotion | Welt | World | Kapitaleinkommen | Capital income | Kausalanalyse | Causality analysis | Ankündigungseffekt | Announcement effect | Börsenkurs | Share price | Epidemie | Epidemic |
-
Asymmetric impact of investor sentiment and media coverage news on bitcoin returns
Naifar, Nader, (2023)
-
The contagion effects of the COVID-19 pandemic : evidence from gold and cryptocurrencies
Corbet, Shaen, (2020)
-
COVID-19 and cryptocurrency market : impact on return, volatility and liquidity
Zargar, Faisal Nazir, (2022)
- More ...
-
Nonlinear nexus between cryptocurrency returns and COVID–19 news sentiment
Banerjee, Ameet Kumar, (2021)
-
Banerjee, Ameet Kumar, (2024)
-
Volatility spillovers and hedging strategies between impact investing and agricultural commodities
Banerjee, Ameet Kumar, (2024)
- More ...