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      Predictability dynamics of emerging sovereign CDS markets 

      Şensoy, Ahmet; Fabozzi, Frank J.; Eraslan, Veysel (Elsevier B.V., 2017)
      We compare the time-varying weak-form efficiency of Credit Default Swap (CDS) markets of 15 emerging countries by using permutation entropy approach. We find that CDS markets have different degrees of time-varying efficiency. ...
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      The inefficiency of Bitcoin revisited: a high-frequency analysis with alternative currencies 

      Şensoy, Ahmet (Elsevier, 2018)
      We compare the time-varying weak-form efficiency of Bitcoin prices in terms of US dollars (BTCUSD) and euro (BTCEUR) at a high-frequency level by using permutation entropy. We find that BTCUSD and BTCEUR markets have become ...

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      Author
      Şensoy, Ahmet (2)
      Eraslan, Veysel (1)Fabozzi, Frank J. (1)Keywords
      Efficient market hypothesis (EMH) (2)
      Permutation entropy (2)Bitcoin (1)CDS (1)... View MoreDate Issued2017 (1)2018 (1)Has File(s)Yes (2)

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