Impact of the COVID-19 Pandemic on Cryptocurrency Markets: A DCCA Analysis
Extraordinary events, regardless of their financial or non-financial nature, are a great challenge for financial stability. This study examines the impact of one such occurrence—the COVID-19 pandemic—on cryptocurrency markets. A detrended cross-correlation analysis was performed to evaluate how the...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2023-05-01
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| Series: | FinTech |
| Subjects: | |
| Online Access: | https://www.mdpi.com/2674-1032/2/2/17 |