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Predictability dynamics of emerging sovereign CDS markets
(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. ...
The inefficiency of Bitcoin revisited: a high-frequency analysis with alternative currencies
(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 ...