COVID-19对加密货币和外汇市场弱形式效率的影响
Pavlos I Zitis1, Shinji Kakinaka2, Ken Umeno2
1Department of Electrical and Electronics Engineering, University of West Attica, Ancient Olive Grove Campus, Egaleo, 12241 Athens, Greece.
Entropy (Basel, Switzerland)
|December 23, 2023
概括
随着COVID-19的流行,外汇市场的效率下降,而比特币的效率下降.
科学领域:
- 金融经济学 金融经济学
- 市场效率研究 市场效率研究
- 加密货币分析分析
背景情况:
- 随着COVID-19的蔓延,全球金融市场发生了巨大的变化.
- 对于投资者和政策制定者来说,了解市场效率至关重要.
- 加密货币和外汇市场在压力下表现出独特的行为.
研究的目的:
- 为了比较COVID-19大流行对加密货币和外汇市场弱形式效率的影响.
- 分析疫情前和期间市场效率的变化.
- 为了识别特定的市场行为,例如比特币的反应.
主要方法:
- 使用非对称的多分法制阻滞波动分析 (A-MF-DFA) 来推导非对称的市场缺陷指标 (MDM).
- 使用模糊,萨利斯和费舍尔信息来评估市场效率.
- 使用滑动窗口分析时间演变,并比较大流行前和大流行期间.
主要成果:
- 在疫情期间,在传统货币 (外汇) 市场中观察到弱形式低效率的显著增加.
- 比特币 (BTC) 表现出与传统货币类似的行为,与其他加密货币有所不同.
- 疫情对弱形式效率的影响在上和下跌的市场动作中都显著.
结论:
- COVID-19显然降低了弱形式的市场效率,特别是在外汇市场.
- 在疫情期间,比特币的市场动态显示了与传统货币的融合.
- 调查结果为在波动的市场条件下投资策略和政策考虑提供了洞察力.
关键词:
比特币 比特币 比特币 比特币在 COVID-19 疫情中,复杂的系统复杂的系统.复杂性的复杂性 复杂性的复杂性加密货币加密货币是什么意思经济物理 经济物理进入的过程中,外汇市场外汇市场的外汇市场.市场效率是指市场效率.多分法分析多分法分析更多相关视频
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