Announcement Effect of COVID-19 on Cryptocurrencies

Nuruddeen Usman (), Kodili Nwanneka and Nduka ()
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Nduka: Nuruddeen Usman

Asian Economics Letters, 2023, vol. 3, issue 3, 1-4

Abstract: This study uses a fractional integration method to evaluate the efficiency of cryptocurrencies before and after the period COVID-19 had been announced as being a pandemic. Evidence of long memory is confirmed across all subsamples. Additionally, we find a greater degree of persistence during the COVID-19 pandemic period than in the pre-pandemic period.

Keywords: covid-19; fractional integration; Cryptocurrencies (search for similar items in EconPapers)
JEL-codes: C50 F30 I10 (search for similar items in EconPapers)
Date: 2023
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Citations: View citations in EconPapers (5)

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