ListarDepartament: Economia por tema "hidden regimes"
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Who raised from the abyss? A comparison between cryptocurrency and stock market dynamics during the COVID-19 pandemic
Elsevier (2021-02-01)This research examines the behaviour of cryptocurrencies and stock markets during the COVID-19 pandemic through the wavelet coherence approach and Markov switching autoregressive model. Our results show a financial contagion ...