Dissecting Tether’s Nonlinear Dynamics during Covid-19

The present study is on the five cryptocurrency daily mean return time series linearity dynamics during the Covid-19 period. These cryptocurrencies were chosen based on their influence on the market, primarily driven by its market capitalisation. Tether is included as the most important stable coin...

Full description

Bibliographic Details
Main Authors: Moinak Maiti, Zoran Grubisic, Darko B. Vukovic
Format: Article
Language:English
Published: MDPI AG 2020-11-01
Series:Journal of Open Innovation: Technology, Market and Complexity
Subjects:
Online Access:https://www.mdpi.com/2199-8531/6/4/161