Testing the Price Bubbles in Cryptocurrencies using Sequential Augmented Dickey-Fuller (SADF) Test Procedures: A Comparison for Before and After COVID-19
Bubbles in asset prices have attracted the attention of economists for centuries. Extreme increases in asset prices, followed by their sudden decline, create a turbulent effect on the economy and even invite crises in time. For this reason, some measurement techniques have been employed to investiga...
Main Authors: | , |
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Format: | Article |
Language: | English |
Published: |
Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house
2023-03-01
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Series: | Scientific Annals of Economics and Business |
Subjects: | |
Online Access: | http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1648 |