COVID-19 Effects on the Relationship between Cryptocurrencies: Can It Be Contagion? Insights from Econophysics Approaches

COVID-19 Effects on the Relationship between Cryptocurrencies: Can It Be Contagion? Insights from Econophysics Approaches

Cryptocurrencies are relatively new and innovative financial assets. They are a topic of interest to investors and academics due to their distinctive features. Whether financial or not, extraordinary events are one of the biggest challenges facing financial markets. The onset of the COVID-19 pandemi...

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Bibliographic Details
Main Authors: Dora Almeida, Andreia Dionísio, Isabel Vieira, Paulo Ferreira
Format: Article
Language:English
Published: MDPI AG 2023-01-01
Series:Entropy
Subjects:
contagion
cryptocurrencies
integration
mutual information
transfer entropy
Online Access:https://www.mdpi.com/1099-4300/25/1/98

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