Browsing by Author "Banerjee, Ameet Kumar"
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Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment
Banerjee, Ameet Kumar; Akhtaruzzaman, Md; Dionisio, Andreia; Almeida, Dora; Sensoy, Ahmet (Elsevier, 2022-12)The paper examines how various COVID-19 news sentiments differentially impact the behaviour of cryptocurrency returns. We used a nonlinear technique of transfer entropy to investigate the relationship between the top 30 ...