Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
Year of publication: |
2022
|
---|---|
Authors: | Banerjee, Ameet Kumar ; Akhtaruzzaman, Md. ; Dionísio, Andreia Teixeira Marques ; Almeida, Dora ; Sensoy, Ahmet |
Published in: |
Journal of behavioral and experimental finance. - Amsterdam : Elsevier, ISSN 2214-6350, ZDB-ID 3068041-4. - Vol. 36.2022, p. 1-9
|
Subject: | Causality | COVID-19 news sentiment | Cryptocurrencies | Pandemic | Transfer entropy | Coronavirus | Virtuelle Währung | Virtual currency | Kausalanalyse | Causality analysis | Entropie | Entropy | Wirkungsanalyse | Impact assessment | Ankündigungseffekt | Announcement effect | Emotion | Epidemie | Epidemic | Welt | World | Anlageverhalten | Behavioural finance |
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