Tekin, Bilgehan - In: Journal of central banking theory and practice 13 (2024) 2, pp. 5-39
This study examined the structural breakdowns and co-movements of Bitcoin (BTC) and Ethereum (ETH) cryptocurrencies from the onset of the COVID-19 pandemic. The Bai-Perron test was used to determine the change in the mean and variance of the two principal actors regarding market capitalization...