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The impact of COVID-19 pandemic upon stability and sequential irregularity of equity and cryptocurrency markets

Author(s): Lahmiri S; Bekiros S;

We explore the evolution of the informational efficiency in 45 cryptocurrency markets and 16 international stock markets before and during COVID-19 pandemic. The measures of Largest Lyapunov Exponent (LLE) based on the Rosenstein's method and Approximat ...

Article GUID: 32501379


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