The Asymmetric Effect of Panic Index on Cryptocurrencies

The Covid 19 pandemic is the first major crisis facing cryptocurrencies. Therefore, the reaction of the cryptocurrency markets is important. News about epidemics affects investors' decisions. Panic index (PIndex) is an index created from news about the Covid 19 outbreak. In the study, it is use...

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Bibliographic Details
Main Author: Necmiye Serap Vurur
Format: Article
Language:English
Published: Frontiers Media S.A. 2021-04-01
Series:Frontiers in Applied Mathematics and Statistics
Subjects:
Online Access:https://www.frontiersin.org/articles/10.3389/fams.2021.661388/full