CRYPTOCURRENCIES, COVID-19 PANDEMIC AND THE FINANCIAL BUBBLES: THE CASE OF TOP FIVE DIGITAL ASSETS

CRYPTOCURRENCIES, COVID-19 PANDEMIC AND THE FINANCIAL BUBBLES: THE CASE OF TOP FIVE DIGITAL ASSETS

This study explores the bubble behavior in the prices of top five cryptocurrencies (i.e., Bitcoin, Ethereum, Ripple, Stellar, and Tether) using daily data of the closing level at the COVID-19 pandemic, covering the period from January 2, 2020 to January 2, 2021. The testing procedure of the bubble b...

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Bibliographic Details
Main Author: Onur Özdemir
Format: Article
Language:English
Published: Hitit University 2021-06-01
Series:Hitit Sosyal Bilimler Dergisi
Subjects:
kripto paralar
balon davranışı
covid-19
finansal i̇stikrarsızlık
özyinelemeli sağ-kuyruk testi
cryptocurrencies
bubble behavior
financial instability
recursive right-tailed tests
Online Access:https://dergipark.org.tr/tr/download/article-file/1580951

Internet

https://dergipark.org.tr/tr/download/article-file/1580951

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