Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak

Investigating Dynamical Complexity and Fractal Characteristics of Bitcoin/US Dollar and Euro/US Dollar Exchange Rates around the COVID-19 Outbreak

This article investigates the dynamical complexity and fractal characteristics changes of the Bitcoin/US dollar (BTC/USD) and Euro/US dollar (EUR/USD) returns in the period before and after the outbreak of the COVID-19 pandemic. More specifically, we applied the asymmetric multifractal detrended flu...

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Bibliographic Details
Main Authors: Pavlos I. Zitis, Shinji Kakinaka, Ken Umeno, Michael P. Hanias, Stavros G. Stavrinides, Stelios M. Potirakis
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Entropy
Subjects:
COVID-19
bitcoin
cryptocurrencies
forex market
complexity
entropy
Online Access:https://www.mdpi.com/1099-4300/25/2/214

Internet

https://www.mdpi.com/1099-4300/25/2/214

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