Dissecting Tether’s Nonlinear Dynamics during Covid-19
The present study is on the five cryptocurrency daily mean return time series linearity dynamics during the Covid-19 period. These cryptocurrencies were chosen based on their influence on the market, primarily driven by its market capitalisation. Tether is included as the most important stable coin...
Main Authors: | Moinak Maiti, Zoran Grubisic, Darko B. Vukovic |
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Format: | Article |
Language: | English |
Published: |
Elsevier
2020-11-01
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Series: | Journal of Open Innovation: Technology, Market and Complexity |
Subjects: | |
Online Access: | https://www.mdpi.com/2199-8531/6/4/161 |
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