Testing the Price Bubbles in Cryptocurrencies using Sequential Augmented Dickey-Fuller (SADF) Test Procedures: A Comparison for Before and After COVID-19

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...

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Bibliographic Details
Main Authors: Ali Çelik, Çağrı Ulu
Format: Article
Language:English
Published: Editura Universităţii „Alexandru Ioan Cuza” din Iaşi / Alexandru Ioan Cuza University of Iasi Publishing house 2023-03-01
Series:Scientific Annals of Economics and Business
Subjects:
price bubbles
covid-19
sadf
asymmetric causality.
Online Access:http://saeb.feaa.uaic.ro/index.php/saeb/article/view/1648

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