Please use this identifier to cite or link to this item: https://scholarhub.balamand.edu.lb/handle/uob/5338
Title: Information sharing among cryptocurrencies: Evidence from mutual information and approximate entropy during COVID-19
Authors: Assaf, Ata 
Charif, Husni 
Demir, Ender
Affiliations: Department of Business Administration 
Faculty of Business and Management 
Keywords: Approximate Entropy
COVID-19 Pandemic
Cryptocurrencies
Mutual Information
Issue Date: 2021
Publisher: Elsevier
Part of: Finance research letters
Abstract: 
In this paper, we use mutual information approach to investigate the information sharing between cryptocurrencies during the COVID-19 crisis. We also use the approximate entropy to study their dynamics before COVID-19 and during the pandemic. Results from the mutual information measure indicate a rise in information sharing and ordering in the cryptocurrency markets in the pandemic period, while the evidence from the approximate entropy estimates indicates a rise in randomness during the COVID-19 period. Our results provide new insights on the information sharing of cryptocurrencies and their reaction to shocks such as the COVID-19 pandemic.
URI: https://scholarhub.balamand.edu.lb/handle/uob/5338
ISSN: 15446123
DOI: 10.1016/j.frl.2021.102556
Ezproxy URL: Link to full text
Type: Journal Article
Appears in Collections:Department of Business Administration

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