Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality.

Financ Innov · 2023 · PMC9836928 · PMID 36687787

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quite significantno p-value reported

According to Nair ( 2021 ), the profit (deficit) registered in the preceding period is quite significant in generating shortfalls (rewards) to dealers through the following day in both high- and low-price extreme shifts of crypto markets.

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