Efficiency and herding analysis in gold-backed cryptocurrencies

Efficiency and herding analysis in gold-backed cryptocurrencies

This study analyses and compares the behavior of the gold-backed, conventional cryptocurrency, and gold markets capable of detecting the existence of herding and deducing the efficiency degree. In addition, this empirical work tried to examine the COVID-19 pandemic's influence on both cryptocur...

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Bibliographic Details
Main Authors: Emna Mnif, Bassem Salhi, Lotfi Trabelsi, Anis Jarboui
Format: Article
Language:English
Published: Elsevier 2022-12-01
Series:Heliyon
Subjects:
Gold-backed cryptocurrencies
Sharia-compliant
Efficiency index
Herding bias
Generalized Hurst exponent
COVID-19
Online Access:http://www.sciencedirect.com/science/article/pii/S2405844022032704

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